+9.3%
PCG vs XME
+108.0%
-98.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.7% | +2.5% |
| 7D | +2.2% | +0.3% | +1.8% | +2.0% |
| 30D | +0.8% | -6.1% | +6.9% | +2.0% |
| 3M | -23.8% | -18.6% | -5.2% | -20.5% |
| 6M | -19.6% | -23.9% | +4.3% | -15.2% |
| YTD | -16.7% | -9.3% | -7.4% | -17.1% |
| 1Y | -19.4% | +1.8% | -21.1% | -22.6% |
| 3Y | -18.3% | +93.0% | -111.3% | -37.6% |
| All | +9.3% | +108.0% | -98.6% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling