+773.1%
XLB vs PFG
+960.1%
-187.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | +6.1% | +2.0% | +4.1% | +5.3% |
| 3M | 0.0% | -3.2% | +3.2% | +0.9% |
| 6M | 0.0% | +10.9% | -11.0% | -3.9% |
| YTD | +16.0% | +28.8% | -12.8% | +5.8% |
| 1Y | +24.7% | +39.2% | -14.4% | +10.7% |
| 3Y | +40.4% | +75.0% | -34.7% | +14.4% |
| 5Y | +30.7% | +91.9% | -61.3% | +2.5% |
| 10Y | +173.3% | +202.3% | -29.0% | +76.7% |
| All | +773.1% | +960.1% | -187.1% | +214.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling