+101.4%
XLP vs PCG
-75.9%
+177.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.9% |
| 7D | -1.0% | -13.9% | +12.8% | -0.3% |
| 30D | -0.9% | -16.9% | +16.0% | 0.0% |
| 3M | +3.8% | -14.7% | +18.5% | +4.6% |
| 6M | -1.7% | -23.8% | +22.1% | -0.4% |
| YTD | +10.3% | -10.5% | +20.8% | +10.7% |
| 1Y | +7.8% | -5.1% | +12.9% | +7.8% |
| 3Y | +27.2% | -11.6% | +38.8% | +27.5% |
| 5Y | +32.5% | +59.0% | -26.5% | +28.9% |
| All | +101.4% | -75.9% | +177.2% | +110.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling