+142.5%
XLC vs PCG
-63.6%
+206.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.4% |
| 7D | -0.8% | -13.9% | +13.0% | 0.0% |
| 30D | +1.0% | -16.9% | +17.9% | +2.1% |
| 3M | -0.7% | -14.7% | +14.0% | +0.1% |
| 6M | -5.1% | -23.8% | +18.7% | -3.7% |
| YTD | -4.3% | -10.5% | +6.2% | -3.9% |
| 1Y | -0.6% | -5.1% | +4.5% | -0.6% |
| 3Y | +72.7% | -11.6% | +84.3% | +72.9% |
| 5Y | +38.0% | +59.0% | -21.0% | +33.6% |
| All | +142.5% | -63.6% | +206.0% | +147.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling