+224.0%
XEL vs PFGC
+485.1%
-261.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +2.4% | +3.4% | -1.0% | +2.1% |
| 30D | +8.3% | +16.9% | -8.6% | +6.5% |
| 3M | +4.2% | +6.4% | -2.2% | +3.4% |
| 6M | +3.7% | +16.0% | -12.3% | +2.0% |
| YTD | +13.1% | +23.6% | -10.6% | +10.2% |
| 1Y | +5.0% | +16.6% | -11.6% | +2.9% |
| 3Y | +55.0% | +82.3% | -27.3% | +44.8% |
| 5Y | +51.8% | +138.7% | -86.9% | +36.9% |
| 10Y | +185.6% | +352.8% | -167.2% | +143.4% |
| All | +224.0% | +485.1% | -261.1% | +163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling