+78.0%
XLF vs PCG
-12.4%
+90.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.2% |
| 7D | 0.0% | -13.9% | +13.9% | +2.3% |
| 30D | +0.2% | -16.9% | +17.0% | +3.1% |
| 3M | +11.7% | -14.7% | +26.4% | +14.2% |
| 6M | +13.8% | -23.8% | +37.6% | +19.4% |
| YTD | +7.0% | -10.5% | +17.5% | +7.4% |
| 1Y | +9.1% | -5.1% | +14.3% | +7.5% |
| All | +78.0% | -12.4% | +90.3% | +76.5% |
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 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