+137.4%
XME vs PFGC
+63.1%
+74.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.8% |
| 7D | +3.6% | -2.4% | +6.0% | +4.5% |
| 30D | +3.6% | -15.8% | +19.4% | +9.8% |
| 3M | +1.2% | -0.6% | +1.8% | +0.4% |
| 6M | +9.0% | +10.7% | -1.6% | +3.2% |
| YTD | +15.9% | +7.6% | +8.3% | +10.3% |
| 1Y | +43.2% | -7.8% | +51.0% | +45.3% |
| 3Y | +137.4% | +63.7% | +73.7% | +81.3% |
| All | +137.4% | +63.1% | +74.3% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling