+564.8%
XLP vs PFG
+978.4%
-413.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.1% | -0.1% |
| 7D | +3.5% | -0.7% | +4.2% | +3.6% |
| 30D | +11.6% | +2.8% | +8.7% | +11.0% |
| 3M | +7.6% | -1.0% | +8.7% | +7.7% |
| 6M | +10.0% | +13.6% | -3.6% | +7.5% |
| YTD | +19.7% | +31.1% | -11.3% | +14.1% |
| 1Y | +23.5% | +43.8% | -20.3% | +15.7% |
| 3Y | +44.0% | +75.0% | -31.1% | +29.5% |
| 5Y | +42.7% | +95.2% | -52.6% | +24.8% |
| 10Y | +131.3% | +207.5% | -76.2% | +80.2% |
| All | +564.8% | +978.4% | -413.6% | +281.3% |
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