+250.2%
XLI vs PFG
+247.4%
+2.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | -2.3% | -3.0% | +0.7% | -0.9% |
| 30D | -8.2% | +2.5% | -10.6% | -9.4% |
| 3M | +0.8% | +6.1% | -5.3% | -2.5% |
| 6M | +0.8% | +31.3% | -30.5% | -12.2% |
| YTD | +10.5% | +33.6% | -23.0% | -4.9% |
| 1Y | +14.1% | +48.5% | -34.4% | -7.1% |
| 3Y | +68.6% | +69.6% | -1.0% | +26.5% |
| 5Y | +80.4% | +111.5% | -31.1% | +18.3% |
| All | +250.2% | +247.4% | +2.7% | +62.0% |
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