+561.3%
XLP vs PCG
-25.8%
+587.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | +11.6% | +5.8% | +5.7% | +11.0% |
| 3M | +7.6% | -22.8% | +30.4% | +9.8% |
| 6M | +10.0% | -18.4% | +28.4% | +11.6% |
| YTD | +19.7% | -16.9% | +36.6% | +21.2% |
| 1Y | +23.5% | -17.6% | +41.1% | +25.0% |
| 3Y | +44.0% | -20.0% | +63.9% | +45.5% |
| 5Y | +42.7% | +16.0% | +26.7% | +39.1% |
| 10Y | +131.3% | -76.7% | +208.0% | +140.0% |
| All | +561.3% | -25.8% | +587.1% | +486.7% |
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