+134.0%
XLC vs PCG
-66.2%
+200.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +6.2% | -0.5% | +6.7% | +6.3% |
| 30D | -2.4% | +0.8% | -3.1% | -2.4% |
| 3M | -3.3% | -22.0% | +18.7% | -2.0% |
| 6M | -7.3% | -17.1% | +9.8% | -6.5% |
| YTD | -7.6% | -16.9% | +9.2% | -6.9% |
| 1Y | -3.7% | -19.1% | +15.4% | -2.7% |
| 3Y | +62.9% | -19.4% | +82.4% | +64.1% |
| 5Y | +41.6% | +9.0% | +32.6% | +39.7% |
| All | +134.0% | -66.2% | +200.2% | +139.8% |
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