+142.5%
XLC vs PFGC
+171.3%
-28.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.8% | -2.2% | +1.4% | -0.4% |
| 30D | +1.0% | -11.9% | +13.0% | +3.4% |
| 3M | -0.7% | +5.0% | -5.7% | -1.7% |
| 6M | -5.1% | +8.6% | -13.7% | -6.9% |
| YTD | -4.3% | +9.7% | -14.0% | -6.5% |
| 1Y | -0.6% | -6.3% | +5.7% | -0.1% |
| 3Y | +72.7% | +58.2% | +14.5% | +56.2% |
| 5Y | +38.0% | +110.4% | -72.4% | +17.2% |
| All | +142.5% | +171.3% | -28.9% | +96.6% |
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 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