+30.5%
XEL vs PFGC
+105.5%
-75.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -1.2% | -4.8% | +3.6% | -0.6% |
| 30D | -2.9% | -17.2% | +14.3% | -0.7% |
| 3M | -2.7% | -6.3% | +3.6% | -2.1% |
| 6M | -6.5% | +8.8% | -15.4% | -7.7% |
| YTD | +3.6% | +4.9% | -1.3% | +2.5% |
| 1Y | +7.5% | -9.5% | +17.0% | +8.3% |
| 3Y | +46.3% | +59.6% | -13.3% | +36.9% |
| 5Y | +30.5% | +113.5% | -83.0% | +19.4% |
| All | +30.5% | +105.5% | -75.0% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling