-21.0%
PCG vs XME
+84.7%
-105.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.4% | -5.3% | -2.4% |
| 7D | -1.6% | -4.5% | +2.9% | -1.0% |
| 30D | +1.4% | -10.9% | +12.3% | +3.0% |
| 3M | -23.4% | -15.3% | -8.1% | -21.7% |
| 6M | -19.4% | -24.6% | +5.2% | -16.5% |
| YTD | -18.5% | -9.6% | -8.9% | -19.2% |
| 1Y | -19.5% | +2.9% | -22.4% | -22.7% |
| 3Y | -21.0% | +86.9% | -107.9% | -40.3% |
| All | -21.0% | +84.7% | -105.7% | -40.3% |
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