+188.0%
XEL vs PFG
+184.0%
+4.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +2.4% | +2.4% | +0.1% | +1.9% |
| 30D | +8.3% | +5.9% | +2.4% | +7.1% |
| 3M | +4.2% | -0.4% | +4.6% | +4.1% |
| 6M | +3.7% | +14.8% | -11.1% | +0.7% |
| YTD | +13.1% | +31.9% | -18.9% | +6.5% |
| 1Y | +5.0% | +38.8% | -33.8% | -2.2% |
| 3Y | +55.0% | +82.4% | -27.4% | +35.3% |
| 5Y | +51.8% | +94.7% | -42.9% | +29.3% |
| All | +188.0% | +184.0% | +4.1% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling