+2,224.3%
XLK vs PFG
+999.6%
+1,224.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | +2.3% | +6.0% | -3.7% | +0.4% |
| 30D | -0.1% | +2.2% | -2.3% | -0.8% |
| 3M | +2.1% | +10.4% | -8.2% | -1.2% |
| 6M | +37.2% | +27.8% | +9.4% | +26.8% |
| YTD | +30.8% | +33.6% | -2.8% | +19.2% |
| 1Y | +42.6% | +49.3% | -6.7% | +25.5% |
| 3Y | +121.8% | +69.7% | +52.1% | +86.5% |
| 5Y | +145.7% | +111.3% | +34.3% | +92.5% |
| 10Y | +782.1% | +240.3% | +541.8% | +471.4% |
| All | +2,224.3% | +999.6% | +1,224.7% | +670.5% |
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