+177.0%
XME vs PFG
+301.0%
-123.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.2% |
| 7D | +1.5% | -2.2% | +3.7% | +2.6% |
| 30D | -7.3% | +6.4% | -13.6% | -9.9% |
| 3M | -17.4% | +2.2% | -19.7% | -18.7% |
| 6M | -21.8% | +16.3% | -38.1% | -27.8% |
| YTD | -6.0% | +33.2% | -39.2% | -18.5% |
| 1Y | +3.8% | +40.6% | -36.8% | -12.3% |
| 3Y | +100.0% | +83.3% | +16.7% | +48.6% |
| 5Y | +116.1% | +97.7% | +18.3% | +54.5% |
| 10Y | +280.6% | +189.9% | +90.7% | +120.9% |
| All | +177.0% | +301.0% | -123.9% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling