+168.5%
XME vs PFGC
+105.5%
+63.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.2% |
| 7D | -3.0% | -4.8% | +1.8% | -1.2% |
| 30D | -2.6% | -17.2% | +14.6% | +4.5% |
| 3M | +2.2% | -6.3% | +8.5% | +4.0% |
| 6M | +0.7% | +8.8% | -8.1% | -3.9% |
| YTD | +10.9% | +4.9% | +6.0% | +6.8% |
| 1Y | +35.7% | -9.5% | +45.2% | +38.5% |
| 3Y | +127.1% | +59.6% | +67.5% | +80.0% |
| 5Y | +168.5% | +113.5% | +55.0% | +79.6% |
| All | +168.5% | +105.5% | +63.0% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling