+21.3%
XLP vs PFGC
+14.2%
+7.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.5% | +1.5% | -2.0% | -0.9% |
| 30D | +8.3% | +17.4% | -9.1% | +4.7% |
| 3M | +8.7% | -2.4% | +11.1% | +8.5% |
| 6M | +11.2% | +18.2% | -7.0% | +7.4% |
| YTD | +20.0% | +23.7% | -3.7% | +12.4% |
| 1Y | +21.3% | +15.0% | +6.4% | +15.9% |
| All | +21.3% | +14.2% | +7.1% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling