+24.3%
XLP vs PFG
+46.8%
-22.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.1% | -0.8% | +2.8% |
| 7D | +5.9% | +4.9% | +1.0% | +5.1% |
| 30D | +13.5% | +5.7% | +7.8% | +12.5% |
| 3M | +8.4% | +2.6% | +5.8% | +7.9% |
| 6M | +11.5% | +19.8% | -8.2% | +9.3% |
| YTD | +20.6% | +36.3% | -15.6% | +16.8% |
| 1Y | +24.3% | +47.9% | -23.6% | +19.2% |
| All | +24.3% | +46.8% | -22.5% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling