+34.9%
XLV vs PCG
+52.0%
-17.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.3% |
| 7D | -4.4% | +0.5% | -4.9% | -4.5% |
| 30D | -1.4% | -18.9% | +17.5% | +1.8% |
| 3M | +8.9% | -15.8% | +24.7% | +11.4% |
| 6M | +9.1% | -22.6% | +31.6% | +13.5% |
| YTD | +7.9% | -12.2% | +20.1% | +9.2% |
| 1Y | +22.7% | -7.1% | +29.8% | +22.5% |
| 3Y | +31.9% | -15.8% | +47.7% | +32.7% |
| 5Y | +34.9% | +53.3% | -18.5% | +21.2% |
| All | +34.9% | +52.0% | -17.1% | +21.2% |
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