+2.4%
XLU vs PCG
-8.8%
+11.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | -1.6% | -3.5% | +1.9% | -0.8% |
| 30D | -3.3% | -20.6% | +17.3% | +1.7% |
| 3M | -3.2% | -17.6% | +14.4% | +0.3% |
| 6M | -7.0% | -23.5% | +16.5% | -1.2% |
| YTD | +0.6% | -13.6% | +14.3% | +3.3% |
| 1Y | +2.4% | -11.3% | +13.8% | +4.6% |
| All | +2.4% | -8.8% | +11.3% | +4.6% |
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 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