+508.9%
XLP vs PCG
-20.1%
+529.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.0% |
| 7D | -1.0% | -13.9% | +12.8% | +0.1% |
| 30D | -0.9% | -16.9% | +16.0% | +0.5% |
| 3M | +3.8% | -14.7% | +18.5% | +5.0% |
| 6M | -1.7% | -23.8% | +22.1% | +0.3% |
| YTD | +10.3% | -10.5% | +20.8% | +10.9% |
| 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% | +25.7% |
| 10Y | +101.8% | -75.7% | +177.5% | +109.1% |
| All | +508.9% | -20.1% | +529.1% | +437.1% |
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 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