+211.0%
XLE vs PFGC
+465.8%
-254.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | -12.0% | +8.5% | -20.5% | -14.3% |
| 30D | -2.7% | +15.0% | -17.7% | -6.9% |
| 3M | +6.6% | -6.2% | +12.8% | +7.6% |
| 6M | +9.5% | +15.7% | -6.2% | +4.0% |
| YTD | +40.6% | +19.6% | +21.0% | +30.9% |
| 1Y | +43.6% | +13.2% | +30.4% | +35.7% |
| 3Y | +58.1% | +77.0% | -18.9% | +30.1% |
| 5Y | +152.2% | +121.5% | +30.7% | +87.6% |
| 10Y | +172.9% | +354.5% | -181.6% | +65.8% |
| All | +211.0% | +465.8% | -254.7% | +74.8% |
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