+251.6%
XLF vs PCG
-76.0%
+327.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.8% | 0.0% |
| 7D | -1.0% | +6.5% | -7.5% | -1.6% |
| 30D | -1.3% | -16.7% | +15.4% | +0.1% |
| 3M | +9.1% | -14.2% | +23.3% | +10.3% |
| 6M | +14.4% | -21.5% | +35.8% | +16.4% |
| YTD | +5.1% | -11.2% | +16.3% | +5.7% |
| 1Y | +8.6% | -4.2% | +12.8% | +8.4% |
| 3Y | +74.4% | -14.9% | +89.3% | +75.5% |
| 5Y | +64.4% | +54.2% | +10.1% | +57.4% |
| 10Y | +251.6% | -75.3% | +326.9% | +244.6% |
| All | +251.6% | -76.0% | +327.6% | +244.6% |
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