+233.4%
XHB vs PFGC
+351.0%
-117.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -0.2% | +3.4% | -3.6% | -1.2% |
| 30D | +9.9% | +16.9% | -7.0% | +4.7% |
| 3M | -6.3% | +6.4% | -12.7% | -8.2% |
| 6M | +3.8% | +16.0% | -12.2% | -1.2% |
| YTD | +0.1% | +23.6% | -23.5% | -7.0% |
| 1Y | -0.8% | +16.6% | -17.4% | -6.2% |
| 3Y | +35.6% | +82.3% | -46.7% | +11.5% |
| 5Y | +29.6% | +138.7% | -109.2% | -2.6% |
| All | +233.4% | +351.0% | -117.6% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling