+546.8%
XME vs PFGC
+485.1%
+61.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | +0.3% | +3.4% | -3.1% | -0.6% |
| 30D | -6.1% | +16.9% | -23.1% | -10.5% |
| 3M | -18.6% | +6.4% | -25.0% | -20.4% |
| 6M | -23.9% | +16.0% | -39.9% | -27.8% |
| YTD | -9.3% | +23.6% | -33.0% | -15.9% |
| 1Y | +1.8% | +16.6% | -14.8% | -4.1% |
| 3Y | +93.0% | +82.3% | +10.7% | +59.3% |
| 5Y | +107.0% | +138.7% | -31.7% | +56.5% |
| 10Y | +266.9% | +352.8% | -85.9% | +134.5% |
| All | +546.8% | +485.1% | +61.7% | +278.6% |
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