+99.4%
XYL vs PFGC
+351.0%
-251.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -3.7% | +3.4% | -7.1% | -4.4% |
| 30D | -8.3% | +16.9% | -25.3% | -11.5% |
| 3M | -21.4% | +6.4% | -27.8% | -22.7% |
| 6M | -12.9% | +16.0% | -28.9% | -16.0% |
| YTD | -30.1% | +23.6% | -53.7% | -33.8% |
| 1Y | -35.2% | +16.6% | -51.8% | -37.8% |
| 3Y | -0.8% | +82.3% | -83.0% | -14.3% |
| 5Y | -23.2% | +138.7% | -162.0% | -38.1% |
| All | +99.4% | +351.0% | -251.6% | +49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling