+790.7%
XLE vs PFG
+960.1%
-169.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | -12.0% | -0.6% | -11.4% | -11.9% |
| 30D | -2.7% | +2.0% | -4.8% | -3.7% |
| 3M | +6.6% | -3.2% | +9.7% | +7.4% |
| 6M | +9.5% | +10.9% | -1.4% | +4.5% |
| YTD | +40.6% | +28.8% | +11.7% | +26.0% |
| 1Y | +43.6% | +39.2% | +4.4% | +25.0% |
| 3Y | +58.1% | +75.0% | -17.0% | +25.1% |
| 5Y | +152.2% | +91.9% | +60.3% | +90.2% |
| 10Y | +172.9% | +202.3% | -29.4% | +73.1% |
| All | +790.7% | +960.1% | -169.4% | +249.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling