-16.0%
PCG vs XEL
+1.7%
-17.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.9% |
| 7D | +1.9% | +4.3% | -2.4% | -1.6% |
| 30D | +8.5% | +12.6% | -4.1% | -2.1% |
| 3M | -22.9% | +4.4% | -27.3% | -25.6% |
| 6M | -16.8% | +0.7% | -17.5% | -17.7% |
| YTD | -15.8% | +11.5% | -27.3% | -22.2% |
| 1Y | -16.0% | +1.7% | -17.7% | -17.5% |
| All | -16.0% | +1.7% | -17.7% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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