+170.7%
XLE vs PFGC
+273.4%
-102.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.6% |
| 7D | 0.0% | -2.4% | +2.4% | +0.7% |
| 30D | +12.6% | -15.8% | +28.4% | +17.9% |
| 3M | +11.8% | -0.6% | +12.4% | +11.6% |
| 6M | +16.1% | +10.7% | +5.4% | +11.7% |
| YTD | +46.9% | +7.6% | +39.2% | +41.6% |
| 1Y | +53.3% | -7.8% | +61.1% | +54.3% |
| 3Y | +54.9% | +63.7% | -8.8% | +30.4% |
| 5Y | +225.7% | +112.3% | +113.4% | +144.4% |
| 10Y | +170.7% | +286.7% | -116.0% | +79.2% |
| All | +170.7% | +273.4% | -102.8% | +79.2% |
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