+34.1%
XLP vs PCG
+58.3%
-24.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.2% |
| 7D | -1.0% | -13.9% | +12.8% | +1.1% |
| 30D | -0.9% | -16.9% | +16.0% | +1.8% |
| 3M | +3.8% | -14.7% | +18.5% | +6.1% |
| 6M | -1.7% | -23.8% | +22.1% | +2.5% |
| YTD | +10.3% | -10.5% | +20.8% | +11.4% |
| 1Y | +7.8% | -5.1% | +12.9% | +7.5% |
| 3Y | +27.2% | -11.6% | +38.8% | +27.2% |
| All | +34.1% | +58.3% | -24.2% | +22.6% |
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 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