+248.8%
XLF vs PFG
+251.1%
-2.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | +0.1% |
| 7D | -1.5% | -0.4% | -1.0% | -1.2% |
| 30D | -1.2% | +2.9% | -4.0% | -3.0% |
| 3M | +9.2% | +6.7% | +2.5% | +4.6% |
| 6M | +16.3% | +33.8% | -17.4% | -2.7% |
| YTD | +5.4% | +35.0% | -29.5% | -12.5% |
| 1Y | +7.6% | +46.4% | -38.8% | -15.2% |
| 3Y | +74.2% | +71.6% | +2.6% | +22.4% |
| 5Y | +66.1% | +113.7% | -47.5% | -0.1% |
| All | +248.8% | +251.1% | -2.2% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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