-75.3%
PCG vs XYZ
+580.4%
-655.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.1% |
| 7D | +6.5% | -3.7% | +10.2% | +7.1% |
| 30D | -16.7% | +0.5% | -17.3% | -16.9% |
| 3M | -14.2% | +16.3% | -30.4% | -16.6% |
| 6M | -21.5% | +21.1% | -42.6% | -24.6% |
| YTD | -11.2% | +22.0% | -33.2% | -15.5% |
| 1Y | -4.2% | +5.2% | -9.4% | -6.9% |
| 3Y | -14.9% | +49.6% | -64.5% | -26.0% |
| 5Y | +54.2% | -68.4% | +122.7% | +68.7% |
| 10Y | -75.3% | +604.5% | -679.8% | -83.9% |
| All | -75.3% | +580.4% | -655.7% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded XYZ 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling