+131.3%
XRT vs PFGC
+419.1%
-287.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +0.8% | -2.2% | +3.0% | +1.4% |
| 30D | -4.2% | -11.9% | +7.7% | -0.8% |
| 3M | +5.1% | +5.0% | +0.1% | +3.5% |
| 6M | +2.4% | +8.6% | -6.2% | -0.3% |
| YTD | +3.2% | +9.7% | -6.5% | -0.3% |
| 1Y | +1.5% | -6.3% | +7.8% | +2.5% |
| 3Y | +40.6% | +58.2% | -17.7% | +22.2% |
| 5Y | -1.0% | +110.4% | -111.4% | -20.8% |
| 10Y | +128.4% | +272.8% | -144.3% | +50.6% |
| All | +131.3% | +419.1% | -287.8% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling