-10.5%
PCG vs XME
+127.9%
-138.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | -13.9% | -0.1% | -13.8% | -13.9% |
| 30D | -16.9% | +6.0% | -22.8% | -17.6% |
| 3M | -14.7% | -7.7% | -7.0% | -13.8% |
| 6M | -23.8% | +1.0% | -24.8% | -24.4% |
| YTD | -10.5% | +14.6% | -25.1% | -14.3% |
| 1Y | -5.1% | +46.0% | -51.1% | -14.9% |
| All | -10.5% | +127.9% | -138.4% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling