+44.4%
XLU vs PCG
+52.0%
-7.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | -2.5% | -18.9% | +16.4% | +3.1% |
| 3M | -2.7% | -15.8% | +13.1% | +1.5% |
| 6M | -7.5% | -22.6% | +15.1% | -0.7% |
| YTD | +0.9% | -12.2% | +13.1% | +3.5% |
| 1Y | +3.3% | -7.1% | +10.4% | +3.6% |
| 3Y | +47.3% | -15.8% | +63.1% | +51.3% |
| 5Y | +44.4% | +53.3% | -8.9% | +31.2% |
| All | +44.4% | +52.0% | -7.6% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling