-14.3%
XYL vs PFGC
+110.5%
-124.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +4.8% | +3.5% |
| 7D | +1.8% | -2.4% | +4.2% | +2.6% |
| 30D | -9.2% | -15.8% | +6.5% | -4.2% |
| 3M | -0.3% | -0.6% | +0.3% | -0.3% |
| 6M | -11.0% | +10.7% | -21.6% | -14.4% |
| YTD | -19.2% | +7.6% | -26.8% | -22.0% |
| 1Y | -21.2% | -7.8% | -13.4% | -20.0% |
| 3Y | +18.6% | +63.7% | -45.1% | -2.8% |
| 5Y | -14.3% | +112.3% | -126.6% | -37.6% |
| All | -14.3% | +110.5% | -124.8% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling