+124.8%
XRT vs PFGC
+287.3%
-162.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -2.4% | -3.7% | +1.3% | -1.3% |
| 30D | -6.9% | -16.0% | +9.0% | -2.3% |
| 3M | -0.4% | -4.1% | +3.7% | +0.6% |
| 6M | +2.2% | +8.7% | -6.5% | -0.5% |
| YTD | -0.7% | +6.4% | -7.0% | -3.2% |
| 1Y | -2.0% | -8.4% | +6.4% | -0.4% |
| 3Y | +41.0% | +61.8% | -20.7% | +21.7% |
| 5Y | -3.3% | +108.7% | -112.0% | -22.6% |
| 10Y | +124.8% | +298.1% | -173.3% | +45.0% |
| All | +124.8% | +287.3% | -162.5% | +45.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling