+65.5%
XLF vs PCG
+61.3%
+4.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.0% | -2.3% |
| 7D | +0.2% | +5.4% | -5.2% | -1.3% |
| 30D | -0.5% | -15.1% | +14.6% | +2.9% |
| 3M | +10.6% | -9.8% | +20.5% | +12.2% |
| 6M | +14.3% | -18.0% | +32.3% | +19.0% |
| YTD | +5.5% | -7.2% | +12.8% | +5.4% |
| 1Y | +9.6% | +2.9% | +6.7% | +5.5% |
| 3Y | +75.2% | -11.1% | +86.3% | +74.1% |
| 5Y | +65.5% | +61.8% | +3.7% | +32.8% |
| All | +65.5% | +61.3% | +4.3% | +32.8% |
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