+72.4%
XLI vs PFG
+68.9%
+3.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.1% |
| 7D | +1.0% | +6.0% | -5.0% | -1.6% |
| 30D | -5.8% | +2.2% | -8.0% | -6.8% |
| 3M | +0.7% | +10.4% | -9.7% | -4.0% |
| 6M | +3.2% | +27.8% | -24.6% | -8.1% |
| YTD | +13.0% | +33.6% | -20.6% | -1.7% |
| 1Y | +16.8% | +49.3% | -32.5% | -3.9% |
| All | +72.4% | +68.9% | +3.5% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling