+48.2%
XLU vs PCG
-15.4%
+63.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | +0.2% |
| 7D | +0.6% | +6.5% | -5.8% | -1.5% |
| 30D | -0.4% | -16.7% | +16.3% | +4.7% |
| 3M | -1.7% | -14.2% | +12.4% | +1.9% |
| 6M | -7.1% | -21.5% | +14.3% | -0.3% |
| YTD | +1.9% | -11.2% | +13.1% | +4.0% |
| 1Y | +6.1% | -4.2% | +10.3% | +4.6% |
| All | +48.2% | -15.4% | +63.5% | +47.3% |
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