+46.7%
XLB vs PFGC
+84.2%
-37.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +0.8% |
| 7D | -1.4% | +10.8% | -12.2% | -4.2% |
| 30D | +7.1% | +17.8% | -10.7% | +2.2% |
| 3M | +0.6% | -2.7% | +3.3% | +1.2% |
| 6M | +3.5% | +20.0% | -16.6% | -2.2% |
| YTD | +18.2% | +24.3% | -6.1% | +9.5% |
| 1Y | +25.6% | +13.2% | +12.4% | +20.0% |
| 3Y | +46.7% | +85.9% | -39.2% | +19.7% |
| All | +46.7% | +84.2% | -37.6% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling