+1,011.5%
XLI vs PFG
+1,015.3%
-3.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.9% |
| 7D | -1.1% | +5.5% | -6.6% | -2.9% |
| 30D | -5.9% | +2.4% | -8.3% | -6.8% |
| 3M | -0.3% | +13.6% | -13.8% | -4.8% |
| 6M | +0.1% | +27.9% | -27.8% | -8.2% |
| YTD | +13.6% | +35.6% | -22.0% | +2.0% |
| 1Y | +17.2% | +48.5% | -31.3% | +1.9% |
| 3Y | +68.2% | +66.9% | +1.3% | +39.7% |
| 5Y | +80.7% | +111.0% | -30.2% | +37.4% |
| 10Y | +253.3% | +244.5% | +8.8% | +121.3% |
| All | +1,011.5% | +1,015.3% | -3.7% | +288.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling