+34.1%
XLP vs PFG
+110.8%
-76.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -1.0% | +5.5% | -6.5% | -2.1% |
| 30D | -0.9% | +2.4% | -3.2% | -1.4% |
| 3M | +3.8% | +13.6% | -9.8% | +1.1% |
| 6M | -1.7% | +27.9% | -29.6% | -6.6% |
| YTD | +10.3% | +35.6% | -25.3% | +3.4% |
| 1Y | +7.8% | +48.5% | -40.7% | -0.9% |
| 3Y | +27.2% | +66.9% | -39.7% | +12.5% |
| All | +34.1% | +110.8% | -76.8% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling