+135.9%
XLU vs PCG
-76.0%
+211.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -1.6% | -3.5% | +1.9% | -1.2% |
| 30D | -3.3% | -20.6% | +17.3% | -1.2% |
| 3M | -3.2% | -17.6% | +14.4% | -1.5% |
| 6M | -7.0% | -23.5% | +16.5% | -4.6% |
| YTD | +0.6% | -13.6% | +14.3% | +1.9% |
| 1Y | +2.4% | -11.3% | +13.8% | +3.3% |
| 3Y | +46.3% | -16.9% | +63.2% | +48.3% |
| 5Y | +44.0% | +50.8% | -6.8% | +38.3% |
| All | +135.9% | -76.0% | +211.8% | +162.6% |
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 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