+6.7%
XME vs PFG
+46.8%
-40.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -2.0% |
| 7D | -5.5% | +4.9% | -10.3% | -6.6% |
| 30D | -11.1% | +5.7% | -16.8% | -12.4% |
| 3M | -11.1% | +2.6% | -13.7% | -11.9% |
| 6M | -18.0% | +19.8% | -37.8% | -25.4% |
| YTD | -7.4% | +36.3% | -43.7% | -22.6% |
| 1Y | +6.7% | +47.9% | -41.2% | -15.9% |
| All | +6.7% | +46.8% | -40.2% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling