+61.6%
XLU vs PCG
-19.3%
+80.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | -0.1% |
| 7D | +2.1% | +2.2% | 0.0% | +1.4% |
| 30D | +5.6% | +0.8% | +4.8% | +5.3% |
| 3M | +0.7% | -23.8% | +24.5% | +8.7% |
| 6M | -0.1% | -19.6% | +19.6% | +5.5% |
| YTD | +5.3% | -16.7% | +22.0% | +9.5% |
| 1Y | +2.2% | -19.4% | +21.5% | +7.5% |
| 3Y | +61.6% | -18.3% | +79.9% | +63.3% |
| All | +61.6% | -19.3% | +80.9% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling