+422.3%
XLF vs PCG
-20.1%
+442.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.1% |
| 7D | 0.0% | -13.9% | +13.9% | +1.7% |
| 30D | +0.2% | -16.9% | +17.0% | +2.4% |
| 3M | +11.7% | -14.7% | +26.4% | +13.7% |
| 6M | +13.8% | -23.8% | +37.6% | +17.5% |
| YTD | +7.0% | -10.5% | +17.5% | +7.8% |
| 1Y | +9.1% | -5.1% | +14.3% | +8.9% |
| 3Y | +75.6% | -11.6% | +87.2% | +76.2% |
| 5Y | +66.4% | +59.0% | +7.4% | +53.0% |
| 10Y | +250.3% | -75.7% | +326.0% | +267.9% |
| All | +422.3% | -20.1% | +442.4% | +329.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling