+42.6%
XLP vs PFGC
+122.2%
-79.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | +2.3% | +15.0% | -12.7% | -0.4% |
| 30D | +9.1% | +17.0% | -7.9% | +5.9% |
| 3M | +7.9% | -2.5% | +10.3% | +8.0% |
| 6M | +9.6% | +19.2% | -9.6% | +5.8% |
| YTD | +19.4% | +23.4% | -4.0% | +14.1% |
| 1Y | +22.4% | +13.9% | +8.5% | +18.6% |
| 3Y | +43.2% | +82.0% | -38.8% | +26.0% |
| 5Y | +42.6% | +128.7% | -86.1% | +20.3% |
| All | +42.6% | +122.2% | -79.7% | +20.3% |
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