+199.2%
XLV vs PFGC
+396.6%
-197.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.4% |
| 7D | -4.4% | -4.8% | +0.5% | -3.8% |
| 30D | -1.4% | -17.2% | +15.8% | +0.8% |
| 3M | +8.9% | -6.3% | +15.2% | +9.7% |
| 6M | +9.1% | +8.8% | +0.3% | +7.8% |
| YTD | +7.9% | +4.9% | +3.0% | +6.9% |
| 1Y | +22.7% | -9.5% | +32.2% | +23.7% |
| 3Y | +31.9% | +59.6% | -27.7% | +23.5% |
| 5Y | +34.9% | +113.5% | -78.6% | +20.8% |
| 10Y | +173.9% | +292.8% | -118.9% | +128.3% |
| All | +199.2% | +396.6% | -197.4% | +136.4% |
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