+41.0%
XLE vs PFG
+43.7%
-2.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | +0.6% |
| 7D | -7.9% | +2.3% | -10.2% | -7.7% |
| 30D | -4.8% | +7.6% | -12.4% | -4.7% |
| 3M | +8.4% | +2.5% | +5.8% | +8.8% |
| 6M | +12.7% | +16.6% | -3.9% | +13.0% |
| YTD | +41.3% | +34.1% | +7.2% | +37.4% |
| All | +41.0% | +43.7% | -2.7% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling