+257.2%
XLI vs PCG
-76.0%
+333.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.7% | -1.1% |
| 7D | -0.6% | +6.5% | -7.0% | -1.1% |
| 30D | -6.9% | -16.7% | +9.8% | -5.8% |
| 3M | -1.9% | -14.2% | +12.2% | -1.0% |
| 6M | +1.0% | -21.5% | +22.5% | +2.7% |
| YTD | +11.3% | -11.2% | +22.5% | +12.0% |
| 1Y | +15.8% | -4.2% | +20.0% | +15.7% |
| 3Y | +69.8% | -14.9% | +84.7% | +70.7% |
| 5Y | +80.9% | +54.2% | +26.6% | +73.7% |
| 10Y | +257.2% | -75.3% | +332.5% | +255.0% |
| All | +257.2% | -76.0% | +333.2% | +255.0% |
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