+54.8%
XOP vs PFGC
+294.6%
-239.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.7% |
| 7D | +1.6% | -4.8% | +6.5% | +3.2% |
| 30D | +9.6% | -17.2% | +26.8% | +16.3% |
| 3M | +16.9% | -6.3% | +23.3% | +18.8% |
| 6M | +24.0% | +8.8% | +15.2% | +18.8% |
| YTD | +56.2% | +4.9% | +51.3% | +50.4% |
| 1Y | +51.8% | -9.5% | +61.3% | +53.4% |
| 3Y | +37.0% | +59.6% | -22.6% | +12.9% |
| 5Y | +163.4% | +113.5% | +49.9% | +90.1% |
| All | +54.8% | +294.6% | -239.8% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling