+774.7%
XLK vs PG
+120.2%
+654.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -3.0% | +1.1% | -4.1% | -3.5% |
| 3M | -0.2% | -1.6% | +1.4% | 0.0% |
| 6M | +35.0% | -1.5% | +36.6% | +34.7% |
| YTD | +28.3% | +4.2% | +24.1% | +24.1% |
| 1Y | +36.8% | -4.7% | +41.5% | +37.3% |
| 3Y | +118.3% | +2.2% | +116.1% | +105.0% |
| 5Y | +144.5% | +14.3% | +130.3% | +112.2% |
| 10Y | +774.7% | +120.5% | +654.1% | +460.8% |
| All | +774.7% | +120.2% | +654.4% | +460.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 10y: compounded portfolio wealth divided by compounded PG 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…
10y analysis · Full analysis span regression · 6 months rolling