-38.9%
PCG vs XHB
+173.9%
-212.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.5% | +2.1% |
| 7D | -13.9% | -1.3% | -12.6% | -13.4% |
| 30D | -16.9% | -6.9% | -10.0% | -14.9% |
| 3M | -14.7% | -1.3% | -13.5% | -14.6% |
| 6M | -23.8% | -6.8% | -17.0% | -22.5% |
| YTD | -10.5% | +0.7% | -11.2% | -11.3% |
| 1Y | -5.1% | -11.2% | +6.1% | -2.3% |
| 3Y | -11.6% | +25.3% | -36.9% | -20.0% |
| 5Y | +59.0% | +37.3% | +21.7% | +37.5% |
| 10Y | -75.7% | +211.5% | -287.3% | -83.7% |
| All | -38.9% | +173.9% | -212.8% | -59.8% |
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