-19.8%
PCG vs XLB
+822.6%
-842.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.8% | +2.6% |
| 7D | -13.9% | -1.4% | -12.5% | -13.3% |
| 30D | -16.9% | -0.4% | -16.5% | -16.8% |
| 3M | -14.7% | +2.0% | -16.7% | -15.7% |
| 6M | -23.8% | +1.8% | -25.7% | -24.7% |
| YTD | -10.5% | +16.6% | -27.1% | -17.1% |
| 1Y | -5.1% | +16.9% | -22.1% | -12.3% |
| 3Y | -11.6% | +32.6% | -44.2% | -23.4% |
| 5Y | +59.0% | +35.6% | +23.4% | +35.8% |
| 10Y | -75.7% | +160.0% | -235.8% | -84.3% |
| All | -19.8% | +822.6% | -842.4% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling