+42.7%
XLP vs PFG
+95.1%
-52.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.1% | 0.0% |
| 7D | +3.5% | -0.7% | +4.2% | +3.6% |
| 30D | +11.6% | +2.8% | +8.7% | +10.9% |
| 3M | +7.6% | -1.0% | +8.7% | +7.7% |
| 6M | +10.0% | +13.6% | -3.6% | +7.1% |
| YTD | +19.7% | +31.1% | -11.3% | +13.0% |
| 1Y | +23.5% | +43.8% | -20.3% | +14.3% |
| 3Y | +44.0% | +75.0% | -31.1% | +25.8% |
| 5Y | +42.7% | +95.2% | -52.6% | +18.9% |
| All | +42.7% | +95.1% | -52.4% | +18.9% |
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