+191.6%
XOM vs PFGC
+294.6%
-103.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | +1.9% | -4.8% | +6.7% | +2.9% |
| 30D | +4.1% | -17.2% | +21.3% | +8.3% |
| 3M | +10.4% | -6.3% | +16.8% | +11.7% |
| 6M | +13.0% | +8.8% | +4.2% | +10.1% |
| YTD | +40.1% | +4.9% | +35.1% | +37.0% |
| 1Y | +51.1% | -9.5% | +60.6% | +52.6% |
| 3Y | +57.7% | +59.6% | -1.9% | +38.5% |
| 5Y | +264.7% | +113.5% | +151.2% | +189.9% |
| All | +191.6% | +294.6% | -103.0% | +110.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling