+269.2%
XYL vs PFGC
+419.1%
-149.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -5.0% | -2.2% | -2.8% | -4.6% |
| 30D | -13.2% | -11.9% | -1.3% | -10.9% |
| 3M | -3.7% | +5.0% | -8.7% | -4.8% |
| 6M | -17.7% | +8.6% | -26.3% | -19.4% |
| YTD | -21.5% | +9.7% | -31.2% | -23.5% |
| 1Y | -24.5% | -6.3% | -18.2% | -24.0% |
| 3Y | +6.9% | +58.2% | -51.3% | -4.4% |
| 5Y | -18.1% | +110.4% | -128.5% | -31.9% |
| 10Y | +134.7% | +272.8% | -138.0% | +77.4% |
| All | +269.2% | +419.1% | -149.9% | +163.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling