+135.4%
XLP vs PFGC
+366.4%
-231.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.2% |
| 7D | +2.3% | +15.0% | -12.7% | +0.7% |
| 30D | +9.1% | +17.0% | -7.9% | +7.1% |
| 3M | +7.9% | -2.5% | +10.3% | +8.0% |
| 6M | +9.6% | +19.2% | -9.6% | +7.3% |
| YTD | +19.4% | +23.4% | -4.0% | +16.3% |
| 1Y | +22.4% | +13.9% | +8.5% | +20.1% |
| 3Y | +43.2% | +82.0% | -38.8% | +33.1% |
| 5Y | +42.6% | +128.7% | -86.1% | +28.4% |
| 10Y | +135.4% | +361.5% | -226.1% | +106.5% |
| All | +135.4% | +366.4% | -231.0% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling