+221.5%
XLE vs PFGC
+419.1%
-197.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | +2.2% | -2.2% | +4.4% | +2.8% |
| 30D | +11.8% | -11.9% | +23.7% | +15.6% |
| 3M | +9.8% | +5.0% | +4.8% | +7.9% |
| 6M | +15.6% | +8.6% | +7.0% | +11.9% |
| YTD | +45.3% | +9.7% | +35.6% | +39.5% |
| 1Y | +48.3% | -6.3% | +54.6% | +48.6% |
| 3Y | +55.4% | +58.2% | -2.8% | +32.6% |
| 5Y | +216.1% | +110.4% | +105.7% | +139.4% |
| 10Y | +178.4% | +272.8% | -94.4% | +77.7% |
| All | +221.5% | +419.1% | -197.6% | +86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling