+136.0%
XLC vs PFG
+179.8%
-43.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.9% |
| 7D | +3.7% | +2.4% | +1.3% | +2.9% |
| 30D | -1.9% | +5.9% | -7.8% | -3.9% |
| 3M | -3.1% | -0.4% | -2.7% | -3.2% |
| 6M | -6.4% | +14.8% | -21.2% | -11.2% |
| YTD | -6.8% | +31.9% | -38.7% | -16.1% |
| 1Y | -1.7% | +38.8% | -40.5% | -13.1% |
| 3Y | +64.7% | +82.4% | -17.7% | +30.3% |
| 5Y | +41.1% | +94.7% | -53.6% | +8.0% |
| All | +136.0% | +179.8% | -43.8% | +47.1% |
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