+28.4%
XLY vs PCG
+48.7%
-20.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.3% |
| 7D | -1.7% | -3.5% | +1.8% | -0.9% |
| 30D | -4.2% | -20.6% | +16.4% | +0.5% |
| 3M | -2.7% | -17.6% | +14.9% | +0.8% |
| 6M | -0.6% | -23.5% | +22.8% | +5.0% |
| YTD | -5.0% | -13.6% | +8.6% | -3.5% |
| 1Y | -4.1% | -11.3% | +7.2% | -3.6% |
| 3Y | +33.6% | -16.9% | +50.5% | +34.2% |
| All | +28.4% | +48.7% | -20.3% | +5.9% |
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