-18.3%
PCG vs XHB
+35.8%
-54.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +2.0% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +0.8% | +9.9% | -9.2% | -2.1% |
| 3M | -23.8% | -6.3% | -17.5% | -22.5% |
| 6M | -19.6% | +3.8% | -23.5% | -20.9% |
| YTD | -16.7% | +0.1% | -16.9% | -17.3% |
| 1Y | -19.4% | -0.8% | -18.6% | -19.9% |
| 3Y | -18.3% | +35.6% | -53.9% | -35.1% |
| All | -18.3% | +35.8% | -54.1% | -35.1% |
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