+65.0%
XLF vs PFGC
+105.5%
-40.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -2.9% | -4.8% | +2.0% | -1.4% |
| 30D | -1.6% | -17.2% | +15.6% | +4.2% |
| 3M | +9.3% | -6.3% | +15.6% | +11.1% |
| 6M | +14.6% | +8.8% | +5.8% | +10.7% |
| YTD | +4.7% | +4.9% | -0.2% | +1.6% |
| 1Y | +8.6% | -9.5% | +18.1% | +10.7% |
| 3Y | +73.9% | +59.6% | +14.3% | +44.5% |
| 5Y | +65.0% | +113.5% | -48.5% | +21.1% |
| All | +65.0% | +105.5% | -40.5% | +21.1% |
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