+179.4%
XLU vs PFGC
+403.3%
-223.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | +0.6% | -3.7% | +4.3% | +1.1% |
| 30D | -0.4% | -16.0% | +15.5% | +1.5% |
| 3M | -1.7% | -4.1% | +2.4% | -1.4% |
| 6M | -7.1% | +8.7% | -15.8% | -8.2% |
| YTD | +1.9% | +6.4% | -4.4% | +0.9% |
| 1Y | +6.1% | -8.4% | +14.5% | +6.7% |
| 3Y | +48.8% | +61.8% | -13.0% | +39.6% |
| 5Y | +43.8% | +108.7% | -64.9% | +29.6% |
| 10Y | +143.2% | +298.1% | -154.9% | +110.5% |
| All | +179.4% | +403.3% | -223.9% | +130.9% |
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