+149.9%
XLE vs PFGC
+121.6%
+28.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.3% |
| 7D | -12.0% | +8.5% | -20.5% | -13.2% |
| 30D | -2.7% | +15.0% | -17.7% | -5.0% |
| 3M | +6.6% | -6.2% | +12.8% | +7.6% |
| 6M | +9.5% | +15.7% | -6.2% | +6.3% |
| YTD | +40.6% | +19.6% | +21.0% | +34.6% |
| 1Y | +43.6% | +13.2% | +30.4% | +39.1% |
| 3Y | +58.1% | +77.0% | -18.9% | +39.0% |
| All | +149.9% | +121.6% | +28.3% | +106.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling