+12.3%
XLI vs PCG
-19.5%
+31.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -0.6% |
| 7D | +3.8% | +2.2% | +1.6% | +3.6% |
| 30D | +1.0% | +0.8% | +0.3% | +1.0% |
| 3M | -8.9% | -23.8% | +14.9% | -6.9% |
| 6M | -2.3% | -19.6% | +17.3% | -1.1% |
| YTD | +9.7% | -16.7% | +26.4% | +11.9% |
| 1Y | +12.3% | -19.4% | +31.7% | +14.7% |
| All | +12.3% | -19.5% | +31.8% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling