+211.6%
XOM vs PFGC
+138.1%
+73.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +2.8% | +3.4% | -0.6% | +2.5% |
| 30D | -3.6% | +16.9% | -20.5% | -5.2% |
| 3M | +8.2% | +6.4% | +1.8% | +7.6% |
| 6M | +14.0% | +16.0% | -2.0% | +12.0% |
| YTD | +44.6% | +23.6% | +21.0% | +40.2% |
| 1Y | +47.8% | +16.6% | +31.2% | +44.5% |
| 3Y | +79.6% | +82.3% | -2.7% | +63.8% |
| All | +211.6% | +138.1% | +73.5% | +171.8% |
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