+163.9%
XLE vs PFG
+203.0%
-39.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -1.8% |
| 7D | -7.9% | +2.3% | -10.2% | -9.3% |
| 30D | -4.8% | +7.6% | -12.4% | -9.2% |
| 3M | +8.4% | +2.5% | +5.8% | +5.8% |
| 6M | +12.7% | +16.6% | -3.9% | +1.3% |
| YTD | +41.3% | +34.1% | +7.2% | +15.6% |
| 1Y | +42.3% | +44.1% | -1.8% | +11.2% |
| 3Y | +65.1% | +86.3% | -21.2% | +7.3% |
| 5Y | +150.2% | +101.6% | +48.6% | +47.9% |
| 10Y | +163.9% | +197.9% | -34.0% | +11.2% |
| All | +163.9% | +203.0% | -39.1% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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