+89.2%
PCG vs XEL
+2,096.4%
-2,007.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.7% |
| 7D | -2.2% | +0.7% | -3.0% | -2.7% |
| 30D | -0.5% | +9.3% | -9.8% | -5.5% |
| 3M | -24.0% | +5.3% | -29.2% | -26.1% |
| 6M | -18.6% | +2.2% | -20.8% | -19.5% |
| YTD | -17.7% | +12.3% | -30.0% | -22.8% |
| 1Y | -20.0% | +3.0% | -23.0% | -21.3% |
| 3Y | -20.2% | +51.6% | -71.8% | -37.5% |
| 5Y | +8.4% | +50.0% | -41.6% | -15.4% |
| 10Y | -76.4% | +183.8% | -260.2% | -86.7% |
| All | +89.2% | +2,096.4% | -2,007.2% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling