+150.2%
XYL vs PFGC
+287.3%
-137.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | +0.8% | -3.7% | +4.6% | +1.7% |
| 30D | -10.8% | -16.0% | +5.1% | -7.5% |
| 3M | -2.5% | -4.1% | +1.6% | -1.8% |
| 6M | -12.2% | +8.7% | -20.9% | -14.1% |
| YTD | -20.1% | +6.4% | -26.4% | -21.6% |
| 1Y | -20.6% | -8.4% | -12.3% | -19.7% |
| 3Y | +17.3% | +61.8% | -44.4% | +4.2% |
| 5Y | -14.5% | +108.7% | -123.2% | -28.9% |
| 10Y | +150.2% | +298.1% | -147.9% | +92.2% |
| All | +150.2% | +287.3% | -137.1% | +92.2% |
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