-19.4%
PCG vs XRT
+60.4%
-79.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -0.5% | +4.1% | -4.6% | -1.6% |
| 30D | +0.8% | +9.9% | -9.2% | -2.1% |
| 3M | -22.0% | +2.3% | -24.3% | -22.6% |
| 6M | -17.1% | +9.6% | -26.7% | -19.4% |
| YTD | -16.9% | +9.1% | -26.0% | -19.2% |
| 1Y | -19.1% | +16.2% | -35.3% | -22.9% |
| 3Y | -19.4% | +60.1% | -79.5% | -33.2% |
| All | -19.4% | +60.4% | -79.8% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling