+52.4%
XOP vs PFGC
-10.1%
+62.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.1% |
| 7D | +2.6% | -4.8% | +7.4% | +1.8% |
| 30D | +9.6% | -12.5% | +22.1% | +7.1% |
| 3M | +20.4% | -9.7% | +30.1% | +18.5% |
| 6M | +19.9% | +7.0% | +12.9% | +21.8% |
| YTD | +56.4% | +4.5% | +51.9% | +56.9% |
| 1Y | +52.4% | -11.6% | +64.0% | +59.2% |
| All | +52.4% | -10.1% | +62.5% | +59.2% |
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