+899.8%
XLV vs PCG
-17.2%
+917.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.6% | -6.2% | -2.9% |
| 7D | -2.6% | +5.4% | -8.1% | -3.2% |
| 30D | +0.9% | -15.1% | +16.0% | +2.1% |
| 3M | +10.0% | -9.8% | +19.8% | +10.6% |
| 6M | +10.4% | -18.0% | +28.4% | +11.9% |
| YTD | +8.9% | -7.2% | +16.1% | +9.1% |
| 1Y | +23.4% | +2.9% | +20.5% | +22.4% |
| 3Y | +33.1% | -11.1% | +44.2% | +33.3% |
| 5Y | +33.3% | +61.8% | -28.5% | +26.1% |
| 10Y | +170.8% | -75.2% | +245.9% | +178.9% |
| All | +899.8% | -17.2% | +917.0% | +786.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling