-21.0%
PCG vs XRT
+49.6%
-70.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.5% |
| 7D | -1.6% | +0.9% | -2.5% | -1.9% |
| 30D | +1.4% | +7.9% | -6.5% | -1.0% |
| 3M | -23.4% | -0.2% | -23.2% | -23.4% |
| 6M | -19.4% | +5.6% | -24.9% | -20.8% |
| YTD | -18.5% | +5.7% | -24.2% | -20.0% |
| 1Y | -19.5% | +14.6% | -34.1% | -23.0% |
| 3Y | -21.0% | +50.7% | -71.7% | -33.2% |
| All | -21.0% | +49.6% | -70.6% | -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