-21.0%
PCG vs XHB
+36.1%
-57.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -1.6% | +1.3% | -2.9% | -2.0% |
| 30D | +1.4% | +7.8% | -6.4% | -0.9% |
| 3M | -23.4% | -5.5% | -17.9% | -22.2% |
| 6M | -19.4% | -2.6% | -16.8% | -19.1% |
| YTD | -18.5% | +0.4% | -18.8% | -19.1% |
| 1Y | -19.5% | -1.0% | -18.6% | -20.0% |
| 3Y | -21.0% | +37.3% | -58.3% | -37.9% |
| All | -21.0% | +36.1% | -57.0% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling