+36.5%
XLB vs PFGC
+110.5%
-74.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.4% |
| 7D | -0.2% | -2.4% | +2.2% | +0.5% |
| 30D | -1.7% | -15.8% | +14.0% | +3.4% |
| 3M | +4.4% | -0.6% | +4.9% | +4.3% |
| 6M | +5.0% | +10.7% | -5.6% | +1.3% |
| YTD | +15.5% | +7.6% | +7.8% | +11.6% |
| 1Y | +14.9% | -7.8% | +22.7% | +16.6% |
| 3Y | +34.5% | +63.7% | -29.2% | +11.9% |
| 5Y | +36.5% | +112.3% | -75.7% | +2.1% |
| All | +36.5% | +110.5% | -74.0% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling