+160.6%
XOP vs PFGC
+111.7%
+49.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | +1.0% | -3.7% | +4.7% | +1.9% |
| 30D | +10.8% | -16.0% | +26.8% | +15.9% |
| 3M | +19.5% | -4.1% | +23.6% | +20.2% |
| 6M | +21.6% | +8.7% | +12.9% | +17.1% |
| YTD | +55.8% | +6.4% | +49.5% | +49.9% |
| 1Y | +54.6% | -8.4% | +63.0% | +56.3% |
| 3Y | +36.6% | +61.8% | -25.1% | +13.3% |
| 5Y | +160.6% | +108.7% | +51.9% | +89.0% |
| All | +160.6% | +111.7% | +49.0% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling