+136.0%
XLC vs PFGC
+205.8%
-69.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | +3.7% | +3.4% | +0.3% | +3.1% |
| 30D | -1.9% | +16.9% | -18.8% | -4.9% |
| 3M | -3.1% | +6.4% | -9.5% | -4.5% |
| 6M | -6.4% | +16.0% | -22.4% | -9.3% |
| YTD | -6.8% | +23.6% | -30.5% | -11.3% |
| 1Y | -1.7% | +16.6% | -18.3% | -5.4% |
| 3Y | +64.7% | +82.3% | -17.6% | +44.8% |
| 5Y | +41.1% | +138.7% | -97.6% | +17.0% |
| All | +136.0% | +205.8% | -69.8% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling