+717.9%
XME vs PFGC
+419.1%
+298.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -0.1% | -2.2% | +2.1% | +0.5% |
| 30D | +6.0% | -11.9% | +17.9% | +9.7% |
| 3M | -7.7% | +5.0% | -12.7% | -9.5% |
| 6M | +1.0% | +8.6% | -7.6% | -2.0% |
| YTD | +14.6% | +9.7% | +4.9% | +10.5% |
| 1Y | +46.0% | -6.3% | +52.2% | +46.9% |
| 3Y | +127.0% | +58.2% | +68.8% | +95.7% |
| 5Y | +175.8% | +110.4% | +65.4% | +116.3% |
| 10Y | +414.6% | +272.8% | +141.9% | +246.9% |
| All | +717.9% | +419.1% | +298.8% | +397.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling