+54.4%
XOP vs PFG
+244.6%
-190.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.2% |
| 7D | +1.0% | +3.2% | -2.3% | -1.7% |
| 30D | +10.8% | +0.9% | +9.9% | +9.5% |
| 3M | +19.5% | +7.7% | +11.7% | +12.0% |
| 6M | +21.6% | +29.0% | -7.4% | -1.4% |
| YTD | +55.8% | +32.5% | +23.4% | +23.1% |
| 1Y | +54.6% | +47.3% | +7.3% | +12.1% |
| 3Y | +36.6% | +68.2% | -31.6% | -12.5% |
| 5Y | +160.6% | +108.5% | +52.2% | +36.1% |
| All | +54.4% | +244.6% | -190.1% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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