-65.6%
XE vs PFGC
+22.1%
-87.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +13.5% | -22.0% | -2.6% |
| 7D | -12.9% | +13.9% | -26.8% | -7.4% |
| 30D | -30.3% | +18.4% | -48.6% | -25.0% |
| 3M | -45.9% | -2.5% | -43.4% | -44.9% |
| 6M | -66.2% | +26.0% | -92.3% | -68.7% |
| All | -65.6% | +22.1% | -87.7% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling