-0.6%
XLC vs PFG
+51.4%
-51.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.8% |
| 7D | -0.8% | +5.5% | -6.4% | -2.2% |
| 30D | +1.0% | +2.4% | -1.3% | +0.4% |
| 3M | -0.7% | +13.6% | -14.3% | -3.8% |
| 6M | -5.1% | +27.9% | -33.0% | -10.9% |
| YTD | -4.3% | +35.6% | -39.8% | -11.4% |
| 1Y | -0.6% | +48.5% | -49.0% | -9.8% |
| All | -0.6% | +51.4% | -51.9% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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