+257.2%
XOM vs PFGC
+110.3%
+146.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +4.1% | -4.8% | +8.8% | +4.7% |
| 30D | +4.6% | -12.5% | +17.1% | +6.3% |
| 3M | +14.0% | -9.7% | +23.7% | +15.3% |
| 6M | +11.0% | +7.0% | +3.9% | +9.5% |
| YTD | +40.7% | +4.5% | +36.2% | +38.8% |
| 1Y | +52.3% | -11.6% | +63.9% | +54.3% |
| 3Y | +60.5% | +58.5% | +2.0% | +48.0% |
| All | +257.2% | +110.3% | +146.9% | +209.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling