+512.1%
XLP vs PFG
+1,015.3%
-503.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -1.0% | +5.5% | -6.5% | -2.0% |
| 30D | -0.9% | +2.4% | -3.2% | -1.3% |
| 3M | +3.8% | +13.6% | -9.8% | +1.5% |
| 6M | -1.7% | +27.9% | -29.6% | -5.9% |
| YTD | +10.3% | +35.6% | -25.3% | +4.5% |
| 1Y | +7.8% | +48.5% | -40.7% | +0.5% |
| 3Y | +27.2% | +66.9% | -39.7% | +15.3% |
| 5Y | +32.5% | +111.0% | -78.4% | +14.4% |
| 10Y | +101.8% | +244.5% | -142.7% | +54.5% |
| All | +512.1% | +1,015.3% | -503.1% | +249.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling