+972.6%
XLK vs PFGC
+409.4%
+563.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.7% |
| 7D | +2.3% | -2.4% | +4.7% | +2.8% |
| 30D | -0.1% | -15.8% | +15.7% | +3.4% |
| 3M | +2.1% | -0.6% | +2.7% | +1.9% |
| 6M | +37.2% | +10.7% | +26.5% | +33.6% |
| YTD | +30.8% | +7.6% | +23.2% | +27.7% |
| 1Y | +42.6% | -7.8% | +50.4% | +43.5% |
| 3Y | +121.8% | +63.7% | +58.1% | +97.4% |
| 5Y | +145.7% | +112.3% | +33.4% | +105.8% |
| 10Y | +782.1% | +286.7% | +495.4% | +556.2% |
| All | +972.6% | +409.4% | +563.2% | +670.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling