+141.9%
XYL vs PFG
+247.4%
-105.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.4% |
| 7D | -1.2% | -3.0% | +1.8% | +0.2% |
| 30D | -13.2% | +2.5% | -15.7% | -14.4% |
| 3M | -0.2% | +6.1% | -6.2% | -3.5% |
| 6M | -12.5% | +31.3% | -43.8% | -24.2% |
| YTD | -20.9% | +33.6% | -54.4% | -32.1% |
| 1Y | -21.6% | +48.5% | -70.1% | -36.4% |
| 3Y | +16.1% | +69.6% | -53.5% | -13.3% |
| 5Y | -15.6% | +111.5% | -127.1% | -44.7% |
| All | +141.9% | +247.4% | -105.5% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling