+265.8%
XOM vs PFGC
+485.1%
-219.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | +2.8% | +3.4% | -0.6% | +2.1% |
| 30D | -3.6% | +16.9% | -20.5% | -7.1% |
| 3M | +8.2% | +6.4% | +1.8% | +6.3% |
| 6M | +14.0% | +16.0% | -2.0% | +9.6% |
| YTD | +44.6% | +23.6% | +21.0% | +36.1% |
| 1Y | +47.8% | +16.6% | +31.2% | +40.8% |
| 3Y | +79.6% | +82.3% | -2.7% | +53.3% |
| 5Y | +214.3% | +138.7% | +75.6% | +145.2% |
| 10Y | +204.0% | +352.8% | -148.8% | +107.4% |
| All | +265.8% | +485.1% | -219.3% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling