+172.3%
XLE vs PFGC
+351.2%
-178.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -0.2% | +1.5% | -1.7% | -0.7% |
| 30D | -4.0% | +17.4% | -21.4% | -8.7% |
| 3M | +4.6% | -2.4% | +7.0% | +4.5% |
| 6M | +12.3% | +18.2% | -5.9% | +5.9% |
| YTD | +44.5% | +23.7% | +20.9% | +33.2% |
| 1Y | +42.4% | +15.0% | +27.5% | +34.0% |
| 3Y | +67.0% | +82.3% | -15.3% | +35.8% |
| 5Y | +161.9% | +131.9% | +30.0% | +91.1% |
| All | +172.3% | +351.2% | -178.8% | +71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling