+67.4%
XLI vs PCG
-21.6%
+89.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.4% |
| 7D | -2.8% | -1.6% | -1.2% | -2.6% |
| 30D | -3.1% | +1.4% | -4.5% | -3.3% |
| 3M | -11.7% | -23.4% | +11.7% | -8.3% |
| 6M | -7.6% | -19.4% | +11.8% | -5.3% |
| YTD | +5.7% | -18.5% | +24.2% | +8.0% |
| 1Y | +7.8% | -19.5% | +27.4% | +10.5% |
| 3Y | +67.4% | -21.0% | +88.4% | +69.2% |
| All | +67.4% | -21.6% | +89.0% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling