+164.2%
XLB vs PFG
+184.0%
-19.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +0.5% | +2.4% | -1.8% | -0.6% |
| 30D | +5.2% | +5.9% | -0.7% | +2.4% |
| 3M | +0.3% | -0.4% | +0.8% | +0.1% |
| 6M | +1.2% | +14.8% | -13.7% | -5.9% |
| YTD | +16.6% | +31.9% | -15.3% | +1.2% |
| 1Y | +21.4% | +38.8% | -17.4% | +2.8% |
| 3Y | +43.2% | +82.4% | -39.2% | +4.8% |
| 5Y | +28.0% | +94.7% | -66.7% | -10.7% |
| All | +164.2% | +184.0% | -19.8% | +40.3% |
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