+230.5%
XHB vs PFGC
+419.1%
-188.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -1.3% | -2.2% | +0.9% | -0.6% |
| 30D | -6.9% | -11.9% | +5.1% | -3.4% |
| 3M | -1.3% | +5.0% | -6.3% | -2.9% |
| 6M | -6.8% | +8.6% | -15.4% | -9.3% |
| YTD | +0.7% | +9.7% | -9.0% | -2.7% |
| 1Y | -11.2% | -6.3% | -5.0% | -10.3% |
| 3Y | +25.3% | +58.2% | -32.9% | +8.0% |
| 5Y | +37.3% | +110.4% | -73.1% | +7.6% |
| 10Y | +211.5% | +272.8% | -61.2% | +98.8% |
| All | +230.5% | +419.1% | -188.6% | +100.7% |
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