+42.0%
XLP vs PFGC
+121.6%
-79.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.9% |
| 7D | +0.7% | +8.5% | -7.8% | -0.9% |
| 30D | +10.3% | +15.0% | -4.7% | +7.3% |
| 3M | +6.5% | -6.2% | +12.7% | +7.5% |
| 6M | +8.4% | +15.7% | -7.4% | +5.2% |
| YTD | +18.2% | +19.6% | -1.4% | +13.6% |
| 1Y | +22.4% | +13.2% | +9.2% | +18.8% |
| 3Y | +41.9% | +77.0% | -35.1% | +25.7% |
| All | +42.0% | +121.6% | -79.6% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling