+54.5%
PCG vs XLB
+36.1%
+18.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.8% | +2.6% |
| 7D | -13.9% | -1.4% | -12.5% | -13.1% |
| 30D | -16.9% | -0.4% | -16.5% | -16.7% |
| 3M | -14.7% | +2.0% | -16.7% | -16.0% |
| 6M | -23.8% | +1.8% | -25.7% | -24.9% |
| YTD | -10.5% | +16.6% | -27.1% | -19.0% |
| 1Y | -5.1% | +16.9% | -22.1% | -14.4% |
| 3Y | -11.6% | +32.6% | -44.2% | -27.5% |
| All | +54.5% | +36.1% | +18.3% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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