+913.7%
XLV vs PFG
+998.8%
-85.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -4.4% | -3.0% | -1.4% | -3.8% |
| 30D | -1.4% | +2.5% | -3.9% | -2.0% |
| 3M | +8.9% | +6.1% | +2.8% | +7.4% |
| 6M | +9.1% | +31.3% | -22.2% | +2.8% |
| YTD | +7.9% | +33.6% | -25.6% | +1.2% |
| 1Y | +22.7% | +48.5% | -25.8% | +12.4% |
| 3Y | +31.9% | +69.6% | -37.7% | +16.5% |
| 5Y | +34.9% | +111.5% | -76.6% | +12.4% |
| 10Y | +173.9% | +244.2% | -70.3% | +97.5% |
| All | +913.7% | +998.8% | -85.2% | +381.8% |
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