+15.6%
XLB vs PFGC
-8.5%
+24.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -2.9% | -3.7% | +0.8% | -2.3% |
| 30D | -3.4% | -16.0% | +12.6% | -0.3% |
| 3M | +1.6% | -4.1% | +5.7% | +2.3% |
| 6M | +3.6% | +8.7% | -5.1% | +1.7% |
| YTD | +14.2% | +6.4% | +7.9% | +11.1% |
| 1Y | +15.6% | -8.4% | +24.0% | +17.4% |
| All | +15.6% | -8.5% | +24.1% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling