+146.6%
XLK vs PCG
+55.2%
+91.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.8% |
| 7D | +2.3% | +6.5% | -4.1% | +1.1% |
| 30D | +0.8% | -16.7% | +17.6% | +3.7% |
| 3M | +4.1% | -14.2% | +18.2% | +6.0% |
| 6M | +34.8% | -21.5% | +56.2% | +40.0% |
| YTD | +30.8% | -11.2% | +42.0% | +31.4% |
| 1Y | +42.4% | -4.2% | +46.6% | +39.6% |
| 3Y | +121.8% | -14.9% | +136.7% | +120.1% |
| 5Y | +146.6% | +54.2% | +92.4% | +101.1% |
| All | +146.6% | +55.2% | +91.4% | +101.1% |
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