+218.0%
XLE vs PFG
+110.8%
+107.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.2% |
| 7D | +2.2% | +5.5% | -3.3% | -0.4% |
| 30D | +11.8% | +2.4% | +9.4% | +10.4% |
| 3M | +9.8% | +13.6% | -3.8% | +3.2% |
| 6M | +15.6% | +27.9% | -12.3% | +2.3% |
| YTD | +45.3% | +35.6% | +9.7% | +24.5% |
| 1Y | +48.3% | +48.5% | -0.2% | +21.0% |
| 3Y | +55.4% | +66.9% | -11.4% | +17.8% |
| All | +218.0% | +110.8% | +107.2% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling