+80.9%
XLI vs PFGC
+111.7%
-30.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -0.6% | -3.7% | +3.1% | +0.5% |
| 30D | -6.9% | -16.0% | +9.0% | -2.3% |
| 3M | -1.9% | -4.1% | +2.2% | -1.1% |
| 6M | +1.0% | +8.7% | -7.7% | -2.2% |
| YTD | +11.3% | +6.4% | +5.0% | +8.0% |
| 1Y | +15.8% | -8.4% | +24.2% | +17.3% |
| 3Y | +69.8% | +61.8% | +8.1% | +43.0% |
| 5Y | +80.9% | +108.7% | -27.8% | +37.1% |
| All | +80.9% | +111.7% | -30.8% | +37.1% |
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