-76.0%
PCG vs XHB
+237.3%
-313.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +1.8% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +0.8% | +9.9% | -9.2% | -4.6% |
| 3M | -23.8% | -6.3% | -17.5% | -21.6% |
| 6M | -19.6% | +3.8% | -23.5% | -22.3% |
| YTD | -16.7% | +0.1% | -16.9% | -18.5% |
| 1Y | -19.4% | -0.8% | -18.6% | -21.0% |
| 3Y | -18.3% | +35.6% | -53.9% | -36.9% |
| 5Y | +10.4% | +29.6% | -19.1% | -14.9% |
| All | -76.0% | +237.3% | -313.3% | -90.7% |
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