+37.8%
XLK vs PCG
-4.6%
+42.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.5% |
| 7D | -0.4% | +0.5% | -0.9% | -0.3% |
| 30D | -0.5% | -18.9% | +18.4% | -1.7% |
| 3M | +5.0% | -15.8% | +20.8% | +4.3% |
| 6M | +32.9% | -22.6% | +55.4% | +31.4% |
| YTD | +29.0% | -12.2% | +41.2% | +30.1% |
| 1Y | +37.8% | -7.1% | +44.9% | +39.9% |
| All | +37.8% | -4.6% | +42.5% | +39.9% |
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 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