+191.6%
XOM vs PFG
+247.4%
-55.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | +1.9% | -3.0% | +4.9% | +3.3% |
| 30D | +4.1% | +2.5% | +1.6% | +2.5% |
| 3M | +10.4% | +6.1% | +4.3% | +6.7% |
| 6M | +13.0% | +31.3% | -18.3% | -2.2% |
| YTD | +40.1% | +33.6% | +6.5% | +19.5% |
| 1Y | +51.1% | +48.5% | +2.6% | +21.8% |
| 3Y | +57.7% | +69.6% | -11.9% | +15.9% |
| 5Y | +264.7% | +111.5% | +153.3% | +130.5% |
| All | +191.6% | +247.4% | -55.9% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling