+238.5%
XLY vs PFGC
+396.6%
-158.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -3.9% | -4.8% | +1.0% | -2.7% |
| 30D | -6.1% | -17.2% | +11.1% | -1.9% |
| 3M | -1.2% | -6.3% | +5.2% | +0.2% |
| 6M | -1.8% | +8.8% | -10.6% | -4.0% |
| YTD | -5.9% | +4.9% | -10.8% | -7.5% |
| 1Y | -3.1% | -9.5% | +6.4% | -1.6% |
| 3Y | +36.0% | +59.6% | -23.6% | +20.7% |
| 5Y | +27.6% | +113.5% | -85.9% | +5.3% |
| 10Y | +216.8% | +292.8% | -76.0% | +125.1% |
| All | +238.5% | +396.6% | -158.0% | +131.7% |
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