+44.0%
XLP vs PFG
+84.7%
-40.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | +0.2% |
| 7D | +0.1% | +2.3% | -2.2% | -0.3% |
| 30D | +8.9% | +7.6% | +1.3% | +7.6% |
| 3M | +7.5% | +2.5% | +5.0% | +6.9% |
| 6M | +9.4% | +16.6% | -7.2% | +6.6% |
| YTD | +19.3% | +34.1% | -14.8% | +13.4% |
| 1Y | +21.7% | +44.1% | -22.3% | +14.3% |
| 3Y | +44.0% | +86.3% | -42.3% | +28.8% |
| All | +44.0% | +84.7% | -40.7% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling