+57.9%
XLF vs PCG
+14.1%
+43.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.1% | +1.1% |
| 7D | +0.7% | -1.1% | +1.8% | +1.0% |
| 30D | +6.0% | +0.1% | +5.9% | +5.9% |
| 3M | +1.0% | -24.4% | +25.5% | +7.5% |
| 6M | +14.0% | -17.7% | +31.6% | +17.8% |
| YTD | +7.2% | -17.4% | +24.6% | +10.1% |
| 1Y | +11.6% | -19.4% | +31.0% | +15.5% |
| 3Y | +81.2% | -18.6% | +99.8% | +83.3% |
| 5Y | +57.9% | +10.2% | +47.7% | +36.8% |
| All | +57.9% | +14.1% | +43.8% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling