-11.1%
PCG vs XEL
+50.2%
-61.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +2.6% |
| 7D | +5.4% | +1.3% | +4.1% | +4.6% |
| 30D | -15.1% | -1.5% | -13.6% | -14.1% |
| 3M | -9.8% | -0.2% | -9.6% | -9.5% |
| 6M | -18.0% | -5.4% | -12.6% | -15.1% |
| YTD | -7.2% | +5.6% | -12.9% | -9.9% |
| 1Y | +2.9% | +10.5% | -7.6% | -2.8% |
| 3Y | -11.1% | +49.2% | -60.3% | -28.7% |
| All | -11.1% | +50.2% | -61.3% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling