-20.0%
PCG vs XOP
+42.5%
-62.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.2% |
| 7D | -2.0% | +5.2% | -7.1% | -2.6% |
| 30D | -2.7% | -8.4% | +5.7% | -1.8% |
| 3M | -25.1% | +2.9% | -28.0% | -25.7% |
| 6M | -22.3% | +8.8% | -31.1% | -23.7% |
| YTD | -18.5% | +46.9% | -65.4% | -25.5% |
| 1Y | -21.8% | +41.5% | -63.3% | -28.1% |
| All | -20.0% | +42.5% | -62.6% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling