+30.8%
XLV vs PFGC
+58.8%
-28.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | -3.6% | -4.8% | +1.2% | -2.7% |
| 30D | -1.8% | -12.5% | +10.7% | +0.5% |
| 3M | +7.8% | -9.7% | +17.5% | +9.6% |
| 6M | +9.1% | +7.0% | +2.1% | +7.6% |
| YTD | +7.7% | +4.5% | +3.3% | +6.1% |
| 1Y | +20.4% | -11.6% | +32.0% | +22.7% |
| 3Y | +30.8% | +58.5% | -27.7% | +16.6% |
| All | +30.8% | +58.8% | -28.1% | +16.6% |
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