-10.5%
PCG vs XRT
+41.8%
-52.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.1% |
| 7D | -13.9% | +0.8% | -14.7% | -14.0% |
| 30D | -16.9% | -4.2% | -12.7% | -15.8% |
| 3M | -14.7% | +5.1% | -19.8% | -16.0% |
| 6M | -23.8% | +2.4% | -26.2% | -24.5% |
| YTD | -10.5% | +3.2% | -13.7% | -11.5% |
| 1Y | -5.1% | +1.5% | -6.6% | -5.8% |
| All | -10.5% | +41.8% | -52.3% | -23.5% |
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 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