+598.9%
XEL vs PFG
+1,015.3%
-416.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -1.0% | +5.5% | -6.5% | -1.8% |
| 30D | -1.9% | +2.4% | -4.3% | -2.3% |
| 3M | -1.9% | +13.6% | -15.5% | -4.0% |
| 6M | -7.4% | +27.9% | -35.3% | -11.2% |
| YTD | +4.1% | +35.6% | -31.5% | -1.2% |
| 1Y | +8.0% | +48.5% | -40.4% | +1.0% |
| 3Y | +48.4% | +66.9% | -18.5% | +35.2% |
| 5Y | +27.2% | +111.0% | -83.7% | +10.6% |
| 10Y | +146.8% | +244.5% | -97.7% | +89.7% |
| All | +598.9% | +1,015.3% | -416.4% | +287.3% |
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