+244.6%
XOM vs PFGC
+409.4%
-164.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.1% |
| 7D | -2.4% | -2.4% | +0.1% | -1.9% |
| 30D | +5.7% | -15.8% | +21.4% | +9.4% |
| 3M | +6.6% | -0.6% | +7.2% | +6.4% |
| 6M | +7.7% | +10.7% | -3.0% | +4.6% |
| YTD | +36.2% | +7.6% | +28.5% | +32.6% |
| 1Y | +50.5% | -7.8% | +58.3% | +51.4% |
| 3Y | +53.4% | +63.7% | -10.4% | +34.4% |
| 5Y | +254.2% | +112.3% | +141.9% | +183.9% |
| 10Y | +177.9% | +286.7% | -108.8% | +96.3% |
| All | +244.6% | +409.4% | -164.9% | +131.8% |
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 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