+46.0%
XOM vs PFGC
-5.1%
+51.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | +1.8% | -2.2% | +4.0% | +1.6% |
| 30D | +5.9% | -11.9% | +17.8% | +4.9% |
| 3M | +5.6% | +5.0% | +0.6% | +6.4% |
| 6M | +7.9% | +8.6% | -0.7% | +9.6% |
| YTD | +35.2% | +9.7% | +25.5% | +35.1% |
| 1Y | +46.0% | -6.3% | +52.3% | +50.9% |
| All | +46.0% | -5.1% | +51.1% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling