-44.3%
PCG vs XHB
+172.9%
-217.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -1.6% | +1.3% | -2.9% | -2.1% |
| 30D | +1.4% | +7.8% | -6.4% | -1.2% |
| 3M | -23.4% | -5.5% | -17.9% | -22.2% |
| 6M | -19.4% | -2.6% | -16.8% | -19.2% |
| YTD | -18.5% | +0.4% | -18.8% | -19.3% |
| 1Y | -19.5% | -1.0% | -18.6% | -20.2% |
| 3Y | -21.0% | +37.3% | -58.3% | -30.7% |
| 5Y | +13.7% | +33.7% | -20.0% | -1.1% |
| 10Y | -77.2% | +256.9% | -334.0% | -85.1% |
| All | -44.3% | +172.9% | -217.2% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling