+117.5%
XLK vs PFGC
+59.5%
+58.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -0.4% | -4.8% | +4.4% | +0.8% |
| 30D | -0.5% | -17.2% | +16.7% | +4.3% |
| 3M | +5.0% | -6.3% | +11.3% | +5.8% |
| 6M | +32.9% | +8.8% | +24.0% | +27.4% |
| YTD | +29.0% | +4.9% | +24.0% | +24.3% |
| 1Y | +37.8% | -9.5% | +47.3% | +39.7% |
| All | +117.5% | +59.5% | +58.0% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling