-10.5%
PCG vs XOP
+33.7%
-44.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.3% | +2.6% |
| 7D | -13.9% | +2.6% | -16.4% | -14.2% |
| 30D | -16.9% | +15.4% | -32.3% | -18.8% |
| 3M | -14.7% | +12.1% | -26.8% | -16.5% |
| 6M | -23.8% | +19.7% | -43.5% | -26.8% |
| YTD | -10.5% | +52.4% | -62.9% | -18.7% |
| 1Y | -5.1% | +47.6% | -52.7% | -13.3% |
| All | -10.5% | +33.7% | -44.2% | -18.5% |
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 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