+127.5%
XLC vs PCG
-66.8%
+194.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.6% |
| 7D | +4.9% | -1.6% | +6.5% | +5.0% |
| 30D | -5.8% | +1.4% | -7.2% | -5.9% |
| 3M | -5.4% | -23.4% | +18.0% | -4.0% |
| 6M | -10.2% | -19.4% | +9.2% | -9.2% |
| YTD | -10.2% | -18.5% | +8.3% | -9.3% |
| 1Y | -5.6% | -19.5% | +13.9% | -4.6% |
| 3Y | +61.0% | -21.0% | +82.0% | +62.3% |
| 5Y | +35.2% | +13.7% | +21.5% | +33.2% |
| All | +127.5% | -66.8% | +194.4% | +133.5% |
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