+45.3%
XOP vs PFGC
+12.5%
+32.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +13.5% | -19.9% | -2.6% |
| 7D | -10.5% | +13.9% | -24.4% | -6.8% |
| 30D | -4.3% | +18.4% | -22.7% | +0.6% |
| 3M | +4.7% | -2.5% | +7.2% | +5.8% |
| 6M | -0.1% | +26.0% | -26.1% | +7.1% |
| YTD | +43.8% | +21.9% | +22.0% | +52.3% |
| 1Y | +45.3% | +13.4% | +31.9% | +55.6% |
| All | +45.3% | +12.5% | +32.8% | +55.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling