+513.3%
XRT vs PFG
+307.9%
+205.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.5% |
| 7D | +0.8% | +5.5% | -4.7% | -1.2% |
| 30D | -4.2% | +2.4% | -6.6% | -5.1% |
| 3M | +5.1% | +13.6% | -8.5% | +0.2% |
| 6M | +2.4% | +27.9% | -25.5% | -6.3% |
| YTD | +3.2% | +35.6% | -32.4% | -7.6% |
| 1Y | +1.5% | +48.5% | -46.9% | -12.0% |
| 3Y | +40.6% | +66.9% | -26.3% | +16.6% |
| 5Y | -1.0% | +111.0% | -111.9% | -24.2% |
| 10Y | +128.4% | +244.5% | -116.1% | +42.8% |
| All | +513.3% | +307.9% | +205.4% | +179.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling