+159.3%
XLP vs PFGC
+477.3%
-317.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +3.5% | +12.5% | -9.0% | +2.1% |
| 30D | +11.6% | +17.0% | -5.4% | +9.5% |
| 3M | +7.6% | -2.1% | +9.7% | +7.7% |
| 6M | +10.0% | +25.9% | -15.9% | +7.0% |
| YTD | +19.7% | +22.0% | -2.2% | +16.7% |
| 1Y | +23.5% | +14.8% | +8.6% | +21.1% |
| 3Y | +44.0% | +80.8% | -36.9% | +33.8% |
| 5Y | +42.7% | +126.0% | -83.3% | +28.4% |
| 10Y | +131.3% | +363.8% | -232.4% | +95.5% |
| All | +159.3% | +477.3% | -317.9% | +112.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling