+60.9%
XLC vs PFG
+77.5%
-16.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.0% |
| 7D | +4.9% | -0.6% | +5.5% | +5.1% |
| 30D | -5.8% | +2.0% | -7.8% | -6.5% |
| 3M | -5.4% | -3.2% | -2.3% | -4.6% |
| 6M | -10.2% | +10.9% | -21.1% | -13.7% |
| YTD | -10.2% | +28.8% | -39.0% | -18.4% |
| 1Y | -5.6% | +39.2% | -44.8% | -16.8% |
| All | +60.9% | +77.5% | -16.6% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling