+225.9%
XLB vs PFGC
+419.1%
-193.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.4% | -2.2% | +0.8% | -0.9% |
| 30D | -0.4% | -11.9% | +11.6% | +2.4% |
| 3M | +2.0% | +5.0% | -3.0% | +0.7% |
| 6M | +1.8% | +8.6% | -6.8% | -0.3% |
| YTD | +16.6% | +9.7% | +6.9% | +13.4% |
| 1Y | +16.9% | -6.3% | +23.2% | +17.7% |
| 3Y | +32.6% | +58.2% | -25.7% | +18.1% |
| 5Y | +35.6% | +110.4% | -74.8% | +11.9% |
| 10Y | +160.0% | +272.8% | -112.7% | +88.4% |
| All | +225.9% | +419.1% | -193.2% | +122.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling