-31.5%
XYL vs PFGC
+12.5%
-44.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +13.5% | -8.6% | +1.8% |
| 7D | +14.5% | +13.9% | +0.7% | +11.1% |
| 30D | -1.3% | +18.4% | -19.7% | -5.0% |
| 3M | -17.0% | -2.5% | -14.4% | -17.0% |
| 6M | -11.3% | +26.0% | -37.4% | -15.6% |
| YTD | -25.0% | +21.9% | -46.8% | -28.5% |
| 1Y | -31.5% | +13.4% | -44.9% | -33.9% |
| All | -31.5% | +12.5% | -44.0% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling