+618.1%
XLU vs PFG
+989.9%
-371.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +0.6% | +3.2% | -2.6% | 0.0% |
| 30D | -0.4% | +0.9% | -1.4% | -0.7% |
| 3M | -1.7% | +7.7% | -9.5% | -3.3% |
| 6M | -7.1% | +29.0% | -36.1% | -11.6% |
| YTD | +1.9% | +32.5% | -30.5% | -3.7% |
| 1Y | +6.1% | +47.3% | -41.2% | -1.8% |
| 3Y | +48.8% | +68.2% | -19.5% | +33.3% |
| 5Y | +43.8% | +108.5% | -64.7% | +22.5% |
| 10Y | +143.2% | +241.4% | -98.2% | +80.7% |
| All | +618.1% | +989.9% | -371.7% | +261.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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