+46.3%
XLU vs PFGC
+58.8%
-12.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.6% | -4.8% | +3.2% | -0.9% |
| 30D | -3.3% | -12.5% | +9.2% | -1.4% |
| 3M | -3.2% | -9.7% | +6.6% | -1.8% |
| 6M | -7.0% | +7.0% | -14.0% | -8.3% |
| YTD | +0.6% | +4.5% | -3.8% | -0.7% |
| 1Y | +2.4% | -11.6% | +14.0% | +3.9% |
| 3Y | +46.3% | +58.5% | -12.2% | +27.2% |
| All | +46.3% | +58.8% | -12.6% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling