+69.9%
XLI vs PFGC
+138.1%
-68.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +3.8% | +3.4% | +0.3% | +2.8% |
| 30D | +1.0% | +16.9% | -15.9% | -3.8% |
| 3M | -8.9% | +6.4% | -15.3% | -10.9% |
| 6M | -2.3% | +16.0% | -18.3% | -7.3% |
| YTD | +9.7% | +23.6% | -14.0% | +1.3% |
| 1Y | +12.3% | +16.6% | -4.3% | +5.6% |
| 3Y | +71.5% | +82.3% | -10.8% | +38.0% |
| All | +69.9% | +138.1% | -68.2% | +22.9% |
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