+777.3%
XLB vs PFG
+1,015.3%
-238.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | -1.4% | +5.5% | -6.9% | -3.3% |
| 30D | -0.4% | +2.4% | -2.7% | -1.3% |
| 3M | +2.0% | +13.6% | -11.6% | -2.7% |
| 6M | +1.8% | +27.9% | -26.1% | -6.7% |
| YTD | +16.6% | +35.6% | -19.0% | +4.6% |
| 1Y | +16.9% | +48.5% | -31.5% | +1.5% |
| 3Y | +32.6% | +66.9% | -34.3% | +9.8% |
| 5Y | +35.6% | +111.0% | -75.3% | +3.2% |
| 10Y | +160.0% | +244.5% | -84.5% | +61.5% |
| All | +777.3% | +1,015.3% | -238.0% | +211.4% |
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