+36.5%
XLB vs PFG
+110.7%
-74.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.3% |
| 7D | -0.2% | +6.0% | -6.2% | -3.1% |
| 30D | -1.7% | +2.2% | -4.0% | -3.0% |
| 3M | +4.4% | +10.4% | -6.0% | -1.0% |
| 6M | +5.0% | +27.8% | -22.8% | -7.4% |
| YTD | +15.5% | +33.6% | -18.2% | -0.8% |
| 1Y | +14.9% | +49.3% | -34.4% | -6.9% |
| 3Y | +34.5% | +69.7% | -35.2% | +0.1% |
| 5Y | +36.5% | +111.3% | -74.8% | -11.1% |
| All | +36.5% | +110.7% | -74.2% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling