+432.8%
XYL vs PFG
+710.3%
-277.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.3% |
| 7D | -5.0% | +5.5% | -10.6% | -7.6% |
| 30D | -13.2% | +2.4% | -15.6% | -14.3% |
| 3M | -3.7% | +13.6% | -17.3% | -9.9% |
| 6M | -17.7% | +27.9% | -45.6% | -27.4% |
| YTD | -21.5% | +35.6% | -57.1% | -32.8% |
| 1Y | -24.5% | +48.5% | -73.0% | -38.4% |
| 3Y | +6.9% | +66.9% | -59.9% | -18.7% |
| 5Y | -18.1% | +111.0% | -129.0% | -45.4% |
| 10Y | +134.7% | +244.5% | -109.8% | +13.9% |
| All | +432.8% | +710.3% | -277.5% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling