+100.2%
XME vs PFGC
+82.7%
+17.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +1.5% | +1.5% | 0.0% | +1.1% |
| 30D | -7.3% | +17.4% | -24.7% | -12.1% |
| 3M | -17.4% | -2.4% | -15.0% | -16.8% |
| 6M | -21.8% | +18.2% | -40.0% | -27.1% |
| YTD | -6.0% | +23.7% | -29.6% | -14.6% |
| 1Y | +3.8% | +15.0% | -11.2% | -2.8% |
| All | +100.2% | +82.7% | +17.5% | +46.1% |
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