+164.5%
XLB vs PFG
+239.8%
-75.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.6% |
| 7D | -2.9% | +3.2% | -6.2% | -4.6% |
| 30D | -3.4% | +0.9% | -4.3% | -4.0% |
| 3M | +1.6% | +7.7% | -6.1% | -2.4% |
| 6M | +3.6% | +29.0% | -25.3% | -8.6% |
| YTD | +14.2% | +32.5% | -18.2% | -0.9% |
| 1Y | +15.6% | +47.3% | -31.7% | -4.9% |
| 3Y | +33.1% | +68.2% | -35.1% | +1.3% |
| 5Y | +35.1% | +108.5% | -73.4% | -8.7% |
| 10Y | +164.5% | +241.4% | -76.8% | +26.8% |
| All | +164.5% | +239.8% | -75.2% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PFG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling