+26.9%
XLV vs PFG
+51.4%
-24.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | +0.2% | +5.5% | -5.4% | -0.9% |
| 30D | +4.4% | +2.4% | +2.1% | +4.0% |
| 3M | +13.2% | +13.6% | -0.3% | +10.1% |
| 6M | +10.1% | +27.9% | -17.8% | +4.1% |
| YTD | +11.7% | +35.6% | -23.9% | +4.2% |
| 1Y | +26.9% | +48.5% | -21.5% | +16.7% |
| All | +26.9% | +51.4% | -24.4% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling