+141.4%
XLC vs PCG
-62.3%
+203.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -0.7% |
| 7D | +0.6% | +5.4% | -4.8% | +0.2% |
| 30D | +0.2% | -15.1% | +15.4% | +1.1% |
| 3M | +0.6% | -9.8% | +10.5% | +1.1% |
| 6M | -4.5% | -18.0% | +13.5% | -3.5% |
| YTD | -4.7% | -7.2% | +2.5% | -4.6% |
| 1Y | -1.7% | +2.9% | -4.5% | -2.2% |
| 3Y | +72.3% | -11.1% | +83.4% | +72.4% |
| 5Y | +37.8% | +61.8% | -24.0% | +33.1% |
| All | +141.4% | -62.3% | +203.6% | +145.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling