+230.0%
XLB vs PFGC
+484.2%
-254.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +0.5% | +15.0% | -14.5% | -2.7% |
| 30D | +6.9% | +17.0% | -10.1% | +3.1% |
| 3M | -0.2% | -2.5% | +2.3% | +0.1% |
| 6M | +3.3% | +19.2% | -15.9% | -1.1% |
| YTD | +18.0% | +23.4% | -5.4% | +11.6% |
| 1Y | +24.2% | +13.9% | +10.4% | +19.5% |
| 3Y | +44.7% | +82.0% | -37.3% | +24.8% |
| 5Y | +31.6% | +128.7% | -97.1% | +6.5% |
| 10Y | +164.2% | +361.5% | -197.3% | +83.5% |
| All | +230.0% | +484.2% | -254.2% | +119.1% |
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 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