-5.8%
XLC vs PCG
-14.1%
+8.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.4% |
| 7D | +1.8% | +1.9% | -0.1% | +1.7% |
| 30D | -6.0% | +8.5% | -14.5% | -6.2% |
| 3M | -6.0% | -22.9% | +16.9% | -5.2% |
| 6M | -9.1% | -16.8% | +7.7% | -8.4% |
| YTD | -10.0% | -15.8% | +5.8% | -8.8% |
| 1Y | -5.8% | -16.0% | +10.2% | -4.3% |
| All | -5.8% | -14.1% | +8.3% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling