+72.4%
XLI vs PCG
-10.8%
+83.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -1.1% |
| 7D | +1.0% | +5.4% | -4.4% | +0.1% |
| 30D | -5.8% | -15.1% | +9.3% | -3.6% |
| 3M | +0.7% | -9.8% | +10.5% | +1.6% |
| 6M | +3.2% | -18.0% | +21.2% | +6.2% |
| YTD | +13.0% | -7.2% | +20.3% | +13.2% |
| 1Y | +16.8% | +2.9% | +13.9% | +14.1% |
| 3Y | +72.4% | -11.1% | +83.5% | +69.9% |
| All | +72.4% | -10.8% | +83.2% | +69.9% |
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