-16.0%
PCG vs XHB
+5.8%
-21.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | -0.4% |
| 7D | +1.9% | +9.7% | -7.8% | -0.2% |
| 30D | +8.5% | +11.7% | -3.1% | +5.7% |
| 3M | -22.9% | -1.4% | -21.5% | -22.5% |
| 6M | -16.8% | +6.8% | -23.5% | -18.1% |
| YTD | -15.8% | +5.5% | -21.3% | -15.6% |
| 1Y | -16.0% | +5.1% | -21.1% | -16.2% |
| All | -16.0% | +5.8% | -21.8% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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