-76.0%
PCG vs XRT
+136.4%
-212.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.7% | +2.0% |
| 7D | +2.2% | +1.7% | +0.4% | +1.4% |
| 30D | +0.8% | +7.5% | -6.7% | -2.5% |
| 3M | -23.8% | +2.2% | -26.0% | -24.7% |
| 6M | -19.6% | +14.7% | -34.3% | -24.4% |
| YTD | -16.7% | +7.5% | -24.2% | -19.7% |
| 1Y | -19.4% | +14.1% | -33.5% | -24.4% |
| 3Y | -18.3% | +58.8% | -77.1% | -35.1% |
| 5Y | +10.4% | -3.9% | +14.3% | +7.7% |
| All | -76.0% | +136.4% | -212.3% | -88.5% |
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