+20.4%
XLV vs PCG
-8.8%
+29.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | 0.0% |
| 7D | -3.6% | -3.5% | -0.1% | -3.2% |
| 30D | -1.8% | -20.6% | +18.8% | +0.5% |
| 3M | +7.8% | -17.6% | +25.4% | +9.3% |
| 6M | +9.1% | -23.5% | +32.6% | +12.0% |
| YTD | +7.7% | -13.6% | +21.4% | +8.6% |
| 1Y | +20.4% | -11.3% | +31.8% | +20.3% |
| All | +20.4% | -8.8% | +29.3% | +20.3% |
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 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