+42.0%
XLP vs PFG
+91.4%
-49.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | +0.7% | -0.6% | +1.4% | +0.9% |
| 30D | +10.3% | +2.0% | +8.3% | +9.8% |
| 3M | +6.5% | -3.2% | +9.7% | +7.1% |
| 6M | +8.4% | +10.9% | -2.5% | +6.0% |
| YTD | +18.2% | +28.8% | -10.7% | +12.0% |
| 1Y | +22.4% | +39.2% | -16.7% | +14.1% |
| 3Y | +41.9% | +75.0% | -33.1% | +24.0% |
| All | +42.0% | +91.4% | -49.4% | +18.7% |
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