+41.6%
XLC vs PFGC
+122.2%
-80.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +6.2% | +15.0% | -8.8% | +1.6% |
| 30D | -2.4% | +17.0% | -19.4% | -7.2% |
| 3M | -3.3% | -2.5% | -0.9% | -3.0% |
| 6M | -7.3% | +19.2% | -26.5% | -12.8% |
| YTD | -7.6% | +23.4% | -31.1% | -14.9% |
| 1Y | -3.7% | +13.9% | -17.6% | -8.9% |
| 3Y | +62.9% | +82.0% | -19.1% | +28.1% |
| 5Y | +41.6% | +128.7% | -87.0% | -1.1% |
| All | +41.6% | +122.2% | -80.6% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling