+42.6%
XLP vs PFG
+102.7%
-60.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | +2.3% | +3.0% | -0.6% | +1.7% |
| 30D | +9.1% | +8.2% | +1.0% | +7.4% |
| 3M | +7.9% | +2.7% | +5.2% | +7.2% |
| 6M | +9.6% | +17.2% | -7.6% | +6.0% |
| YTD | +19.4% | +34.8% | -15.3% | +12.1% |
| 1Y | +22.4% | +43.6% | -21.2% | +13.3% |
| 3Y | +43.2% | +85.4% | -42.2% | +23.6% |
| 5Y | +42.6% | +102.2% | -59.6% | +17.9% |
| All | +42.6% | +102.7% | -60.1% | +17.9% |
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