+1.0%
XLU vs PCG
-14.1%
+15.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +2.6% | +1.9% | +0.7% | +2.2% |
| 30D | +9.1% | +8.5% | +0.6% | +7.0% |
| 3M | -0.4% | -22.9% | +22.5% | +5.4% |
| 6M | -4.7% | -16.8% | +12.1% | -2.2% |
| YTD | +4.3% | -15.8% | +20.1% | +7.7% |
| 1Y | +1.0% | -16.0% | +17.0% | +5.3% |
| All | +1.0% | -14.1% | +15.1% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling