+39.4%
XOP vs PFGC
+61.7%
-22.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +1.0% | -3.7% | +4.7% | +1.7% |
| 30D | +10.8% | -16.0% | +26.8% | +14.6% |
| 3M | +19.5% | -4.1% | +23.6% | +19.8% |
| 6M | +21.6% | +8.7% | +12.9% | +17.5% |
| YTD | +55.8% | +6.4% | +49.5% | +50.0% |
| 1Y | +54.6% | -8.4% | +63.0% | +58.1% |
| All | +39.4% | +61.7% | -22.3% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling