+224.2%
XLF vs PCG
-76.4%
+300.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | +6.5% | +0.8% | +5.7% | +6.4% |
| 3M | +1.2% | -22.0% | +23.2% | +3.2% |
| 6M | +14.6% | -17.1% | +31.7% | +16.0% |
| YTD | +7.7% | -16.9% | +24.6% | +9.0% |
| 1Y | +11.8% | -19.1% | +30.8% | +13.3% |
| 3Y | +80.1% | -19.4% | +99.5% | +82.1% |
| 5Y | +59.0% | +9.0% | +50.0% | +56.3% |
| 10Y | +224.2% | -76.2% | +300.3% | +231.0% |
| All | +224.2% | -76.4% | +300.5% | +231.0% |
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 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