-21.8%
PCG vs XHB
-3.6%
-18.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -2.0% | -2.4% | +0.5% | -1.5% |
| 30D | -2.7% | +7.1% | -9.8% | -4.3% |
| 3M | -25.1% | -6.0% | -19.1% | -23.9% |
| 6M | -22.3% | +2.1% | -24.4% | -22.8% |
| YTD | -18.5% | -0.6% | -17.9% | -17.3% |
| 1Y | -21.8% | -3.3% | -18.5% | -21.0% |
| All | -21.8% | -3.6% | -18.2% | -21.0% |
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 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