-76.7%
PCG vs XOP
+47.9%
-124.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -1.1% | -10.0% | +9.0% | +1.6% |
| 30D | +0.1% | -9.1% | +9.1% | +2.3% |
| 3M | -24.4% | +5.1% | -29.5% | -25.9% |
| 6M | -17.7% | +6.4% | -24.0% | -19.8% |
| YTD | -17.4% | +39.7% | -57.1% | -25.8% |
| 1Y | -19.4% | +37.2% | -56.6% | -27.3% |
| 3Y | -18.6% | +37.6% | -56.2% | -28.1% |
| 5Y | +10.2% | +76.5% | -66.3% | -11.8% |
| 10Y | -76.7% | +42.6% | -119.3% | -85.5% |
| All | -76.7% | +47.9% | -124.6% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 10y: compounded portfolio wealth divided by compounded XOP 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…
10y analysis · Full analysis span regression · 6 months rolling