+168.8%
XLB vs PFG
+189.4%
-20.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.8% |
| 7D | -1.6% | -2.2% | +0.6% | -0.6% |
| 30D | +7.2% | +6.4% | +0.9% | +4.2% |
| 3M | 0.0% | +2.2% | -2.2% | -1.4% |
| 6M | +2.3% | +16.3% | -14.0% | -5.4% |
| YTD | +18.4% | +33.2% | -14.8% | +2.3% |
| 1Y | +23.3% | +40.6% | -17.3% | +3.8% |
| 3Y | +45.2% | +83.3% | -38.2% | +5.9% |
| 5Y | +31.0% | +97.7% | -66.8% | -9.3% |
| 10Y | +168.8% | +189.9% | -21.1% | +42.1% |
| All | +168.8% | +189.4% | -20.6% | +42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling