+3.6%
XLY vs PCG
-14.1%
+17.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.4% | +4.2% |
| 7D | +6.1% | +1.9% | +4.2% | +6.0% |
| 30D | +10.8% | +8.5% | +2.3% | +10.4% |
| 3M | +3.6% | -22.9% | +26.5% | +4.2% |
| 6M | +4.4% | -16.8% | +21.1% | +4.5% |
| YTD | +3.1% | -15.8% | +18.9% | +4.2% |
| 1Y | +3.6% | -16.0% | +19.6% | +4.7% |
| All | +3.6% | -14.1% | +17.7% | +4.7% |
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