+556.2%
XLP vs PFG
+960.1%
-403.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.0% |
| 7D | +0.7% | -0.6% | +1.4% | +0.8% |
| 30D | +10.3% | +2.0% | +8.3% | +9.9% |
| 3M | +6.5% | -3.2% | +9.7% | +7.0% |
| 6M | +8.4% | +10.9% | -2.5% | +6.3% |
| YTD | +18.2% | +28.8% | -10.7% | +12.9% |
| 1Y | +22.4% | +39.2% | -16.7% | +15.4% |
| 3Y | +41.9% | +75.0% | -33.1% | +27.6% |
| 5Y | +40.9% | +91.9% | -51.1% | +23.5% |
| 10Y | +128.4% | +202.3% | -73.9% | +78.4% |
| All | +556.2% | +960.1% | -403.9% | +277.5% |
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