-76.7%
PCG vs XHB
+271.6%
-348.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | -0.6% |
| 7D | -1.1% | +1.3% | -2.4% | -1.9% |
| 30D | +0.1% | +11.8% | -11.7% | -6.0% |
| 3M | -24.4% | -3.8% | -20.6% | -23.3% |
| 6M | -17.7% | +4.1% | -21.8% | -20.5% |
| YTD | -17.4% | +4.0% | -21.4% | -20.7% |
| 1Y | -19.4% | +1.6% | -20.9% | -21.9% |
| 3Y | -18.6% | +43.2% | -61.8% | -38.9% |
| 5Y | +10.2% | +35.8% | -25.6% | -17.2% |
| 10Y | -76.7% | +259.3% | -336.0% | -91.0% |
| All | -76.7% | +271.6% | -348.3% | -91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling