+163.9%
XLE vs PFGC
+360.0%
-196.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.5% |
| 7D | -7.9% | +10.8% | -18.7% | -10.9% |
| 30D | -4.8% | +17.8% | -22.6% | -9.5% |
| 3M | +8.4% | -2.7% | +11.1% | +8.3% |
| 6M | +12.7% | +20.0% | -7.4% | +5.8% |
| YTD | +41.3% | +24.3% | +17.0% | +30.0% |
| 1Y | +42.3% | +13.2% | +29.1% | +34.5% |
| 3Y | +65.1% | +85.9% | -20.8% | +33.5% |
| 5Y | +150.2% | +141.0% | +9.2% | +80.4% |
| 10Y | +163.9% | +370.6% | -206.7% | +67.0% |
| All | +163.9% | +360.0% | -196.0% | +67.0% |
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