-5.6%
XLC vs PCG
-20.1%
+14.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.5% |
| 7D | +4.9% | -1.6% | +6.5% | +4.9% |
| 30D | -5.8% | +1.4% | -7.2% | -5.8% |
| 3M | -5.4% | -23.4% | +18.0% | -4.6% |
| 6M | -10.2% | -19.4% | +9.2% | -9.5% |
| YTD | -10.2% | -18.5% | +8.3% | -8.9% |
| 1Y | -5.6% | -19.5% | +13.9% | -4.0% |
| All | -5.6% | -20.1% | +14.5% | -4.0% |
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