+164.2%
XLB vs PFGC
+351.0%
-186.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | +0.5% | +3.4% | -2.9% | -0.2% |
| 30D | +5.2% | +16.9% | -11.8% | +1.4% |
| 3M | +0.3% | +6.4% | -6.1% | -1.4% |
| 6M | +1.2% | +16.0% | -14.8% | -2.6% |
| YTD | +16.6% | +23.6% | -7.0% | +10.2% |
| 1Y | +21.4% | +16.6% | +4.8% | +16.2% |
| 3Y | +43.2% | +82.3% | -39.1% | +23.1% |
| 5Y | +28.0% | +138.7% | -110.7% | +2.4% |
| All | +164.2% | +351.0% | -186.8% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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