+1,117.7%
XLY vs PCG
-17.2%
+1,135.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -1.2% |
| 7D | -0.5% | +5.4% | -5.9% | -1.2% |
| 30D | -4.9% | -15.1% | +10.2% | -3.5% |
| 3M | -1.0% | -9.8% | +8.8% | -0.3% |
| 6M | 0.0% | -18.0% | +18.0% | +1.8% |
| YTD | -4.2% | -7.2% | +3.1% | -4.0% |
| 1Y | -2.7% | +2.9% | -5.5% | -3.8% |
| 3Y | +38.4% | -11.1% | +49.5% | +38.6% |
| 5Y | +28.9% | +61.8% | -32.9% | +20.1% |
| 10Y | +214.7% | -75.2% | +289.9% | +226.6% |
| All | +1,117.7% | -17.2% | +1,135.0% | +924.2% |
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