+138.8%
XLP vs PFGC
+419.1%
-280.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -1.0% | -2.2% | +1.2% | -0.8% |
| 30D | -0.9% | -11.9% | +11.1% | +0.5% |
| 3M | +3.8% | +5.0% | -1.2% | +3.2% |
| 6M | -1.7% | +8.6% | -10.3% | -2.8% |
| YTD | +10.3% | +9.7% | +0.6% | +8.8% |
| 1Y | +7.8% | -6.3% | +14.1% | +8.2% |
| 3Y | +27.2% | +58.2% | -31.0% | +20.0% |
| 5Y | +32.5% | +110.4% | -77.9% | +20.3% |
| 10Y | +101.8% | +272.8% | -171.0% | +75.1% |
| All | +138.8% | +419.1% | -280.3% | +98.1% |
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