+135.8%
XLC vs PFGC
+205.9%
-70.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +3.5% | +1.5% | +2.0% | +3.2% |
| 30D | -2.6% | +17.4% | -20.0% | -5.6% |
| 3M | -2.1% | -2.4% | +0.3% | -1.9% |
| 6M | -5.5% | +18.2% | -23.7% | -8.8% |
| YTD | -6.9% | +23.7% | -30.6% | -11.3% |
| 1Y | -3.7% | +15.0% | -18.7% | -7.1% |
| 3Y | +64.2% | +82.3% | -18.1% | +44.4% |
| 5Y | +43.0% | +131.9% | -88.9% | +19.1% |
| All | +135.8% | +205.9% | -70.1% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling