+124.6%
XLP vs PCG
-77.4%
+201.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.2% |
| 7D | +0.7% | -1.6% | +2.3% | +0.8% |
| 30D | +10.3% | +1.4% | +8.8% | +10.2% |
| 3M | +6.5% | -23.4% | +29.9% | +8.0% |
| 6M | +8.4% | -19.4% | +27.8% | +9.5% |
| YTD | +18.2% | -18.5% | +36.7% | +19.3% |
| 1Y | +22.4% | -19.5% | +42.0% | +23.6% |
| 3Y | +41.9% | -21.0% | +62.9% | +43.1% |
| 5Y | +40.9% | +13.7% | +27.1% | +39.2% |
| All | +124.6% | -77.4% | +201.9% | +129.1% |
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