+61.0%
XLC vs PCG
-21.6%
+82.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.6% |
| 7D | +4.9% | -1.6% | +6.5% | +5.1% |
| 30D | -5.8% | +1.4% | -7.2% | -6.0% |
| 3M | -5.4% | -23.4% | +18.0% | -2.9% |
| 6M | -10.2% | -19.4% | +9.2% | -8.5% |
| YTD | -10.2% | -18.5% | +8.3% | -8.8% |
| 1Y | -5.6% | -19.5% | +13.9% | -4.0% |
| 3Y | +61.0% | -21.0% | +82.0% | +62.1% |
| All | +61.0% | -21.6% | +82.6% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling