+139.9%
XLC vs PFG
+180.9%
-41.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -1.4% | +3.2% | -4.6% | -2.6% |
| 30D | -0.9% | +0.9% | -1.8% | -1.3% |
| 3M | -0.3% | +7.7% | -8.0% | -3.1% |
| 6M | -5.2% | +29.0% | -34.1% | -13.6% |
| YTD | -5.3% | +32.5% | -37.8% | -14.7% |
| 1Y | -2.8% | +47.3% | -50.1% | -15.9% |
| 3Y | +71.2% | +68.2% | +3.0% | +39.4% |
| 5Y | +37.6% | +108.5% | -70.9% | +3.1% |
| All | +139.9% | +180.9% | -41.1% | +49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling