-76.7%
PCG vs XRT
+163.3%
-240.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | -0.2% |
| 7D | -1.1% | +2.5% | -3.5% | -2.1% |
| 30D | +0.1% | +10.3% | -10.3% | -4.1% |
| 3M | -24.4% | +2.4% | -26.8% | -25.4% |
| 6M | -17.7% | +10.0% | -27.6% | -21.2% |
| YTD | -17.4% | +9.5% | -27.0% | -21.0% |
| 1Y | -19.4% | +17.2% | -36.5% | -25.2% |
| 3Y | -18.6% | +62.0% | -80.6% | -35.8% |
| 5Y | +10.2% | -2.1% | +12.3% | +6.6% |
| 10Y | -76.7% | +152.6% | -229.2% | -88.9% |
| All | -76.7% | +163.3% | -240.0% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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