+7.6%
XLF vs PFG
+49.5%
-41.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | +0.2% |
| 7D | -1.5% | -0.4% | -1.0% | -1.3% |
| 30D | -1.2% | +2.9% | -4.0% | -2.3% |
| 3M | +9.2% | +6.7% | +2.5% | +6.0% |
| 6M | +16.3% | +33.8% | -17.4% | +2.2% |
| YTD | +5.4% | +35.0% | -29.5% | -7.2% |
| 1Y | +7.6% | +46.4% | -38.8% | -7.7% |
| All | +7.6% | +49.5% | -41.9% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling