+215.2%
XLY vs PFG
+251.1%
-35.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | -1.7% | -0.4% | -1.3% | -1.5% |
| 30D | -4.2% | +2.9% | -7.1% | -5.4% |
| 3M | -2.7% | +6.7% | -9.4% | -5.6% |
| 6M | -0.6% | +33.8% | -34.4% | -12.5% |
| YTD | -5.0% | +35.0% | -40.0% | -16.9% |
| 1Y | -4.1% | +46.4% | -50.5% | -19.2% |
| 3Y | +33.6% | +71.7% | -38.1% | +4.4% |
| 5Y | +28.7% | +113.7% | -85.0% | -8.6% |
| All | +215.2% | +251.1% | -35.9% | +70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling