+34.5%
XHB vs PFGC
+111.7%
-77.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | -1.9% | -3.7% | +1.8% | -0.3% |
| 30D | -8.3% | -16.0% | +7.6% | -1.2% |
| 3M | -7.1% | -4.1% | -3.0% | -5.8% |
| 6M | -5.3% | +8.7% | -14.0% | -9.2% |
| YTD | -3.2% | +6.4% | -9.5% | -7.1% |
| 1Y | -13.9% | -8.4% | -5.5% | -11.8% |
| 3Y | +24.9% | +61.8% | -36.8% | -2.4% |
| 5Y | +34.5% | +108.7% | -74.2% | -8.7% |
| All | +34.5% | +111.7% | -77.1% | -8.7% |
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 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