-21.0%
PCG vs XLB
+39.6%
-60.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.6% |
| 7D | -1.6% | -1.5% | -0.1% | -0.9% |
| 30D | +1.4% | +6.1% | -4.7% | -1.6% |
| 3M | -23.4% | 0.0% | -23.4% | -23.5% |
| 6M | -19.4% | 0.0% | -19.3% | -19.6% |
| YTD | -18.5% | +16.0% | -34.5% | -25.1% |
| 1Y | -19.5% | +24.7% | -44.3% | -29.0% |
| 3Y | -21.0% | +40.4% | -61.3% | -39.5% |
| All | -21.0% | +39.6% | -60.6% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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