+37.8%
XLC vs PFGC
+110.5%
-72.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | +0.6% | -2.4% | +3.0% | +1.3% |
| 30D | +0.2% | -15.8% | +16.0% | +5.4% |
| 3M | +0.6% | -0.6% | +1.2% | +0.6% |
| 6M | -4.5% | +10.7% | -15.2% | -8.0% |
| YTD | -4.7% | +7.6% | -12.4% | -8.0% |
| 1Y | -1.7% | -7.8% | +6.2% | -0.3% |
| 3Y | +72.3% | +63.7% | +8.6% | +41.3% |
| 5Y | +37.8% | +112.3% | -74.5% | -0.1% |
| All | +37.8% | +110.5% | -72.8% | -0.1% |
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