+83.9%
XLI vs PCG
+58.3%
+25.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.1% |
| 7D | -1.1% | -13.9% | +12.8% | +1.7% |
| 30D | -5.9% | -16.9% | +10.9% | -2.6% |
| 3M | -0.3% | -14.7% | +14.5% | +2.3% |
| 6M | +0.1% | -23.8% | +23.9% | +5.7% |
| YTD | +13.6% | -10.5% | +24.1% | +14.8% |
| 1Y | +17.2% | -5.1% | +22.3% | +16.3% |
| 3Y | +68.2% | -11.6% | +79.8% | +67.2% |
| All | +83.9% | +58.3% | +25.6% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling