-42.4%
PCG vs XME
+242.3%
-284.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.1% |
| 3M | -14.7% | -7.7% | -7.0% | -13.7% |
| 6M | -23.8% | +1.0% | -24.8% | -24.7% |
| YTD | -10.5% | +14.6% | -25.1% | -14.6% |
| 1Y | -5.1% | +46.0% | -51.1% | -14.9% |
| 3Y | -11.6% | +127.0% | -138.6% | -29.4% |
| 5Y | +59.0% | +175.8% | -116.8% | +19.3% |
| 10Y | -75.7% | +414.6% | -490.4% | -84.8% |
| All | -42.4% | +242.3% | -284.8% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling