-16.0%
PCG vs XME
+5.2%
-21.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | +1.9% | -5.5% | +7.4% | +2.1% |
| 30D | +8.5% | -11.1% | +19.6% | +8.8% |
| 3M | -22.9% | -11.1% | -11.8% | -22.5% |
| 6M | -16.8% | -18.0% | +1.2% | -16.5% |
| YTD | -15.8% | -7.4% | -8.4% | -17.5% |
| 1Y | -16.0% | +6.7% | -22.7% | -19.8% |
| All | -16.0% | +5.2% | -21.2% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling