+1,472.6%
XLK vs PCG
-20.1%
+1,492.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.4% |
| 7D | +0.9% | -13.9% | +14.7% | +2.2% |
| 30D | +0.7% | -16.9% | +17.6% | +2.4% |
| 3M | -2.9% | -14.7% | +11.8% | -1.7% |
| 6M | +34.3% | -23.8% | +58.1% | +37.6% |
| YTD | +30.4% | -10.5% | +40.9% | +31.0% |
| 1Y | +43.4% | -5.1% | +48.5% | +42.9% |
| 3Y | +116.8% | -11.6% | +128.4% | +116.7% |
| 5Y | +144.0% | +59.0% | +85.0% | +127.5% |
| 10Y | +778.8% | -75.7% | +854.5% | +813.3% |
| All | +1,472.6% | -20.1% | +1,492.7% | +1,214.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling