-76.7%
PCG vs XYZ
+657.6%
-734.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | +0.7% |
| 7D | -1.1% | +14.9% | -15.9% | -3.5% |
| 30D | +0.1% | +14.7% | -14.6% | -2.4% |
| 3M | -24.4% | +12.1% | -36.5% | -26.1% |
| 6M | -17.7% | +18.3% | -36.0% | -20.6% |
| YTD | -17.4% | +36.1% | -53.5% | -23.0% |
| 1Y | -19.4% | +35.3% | -54.7% | -24.9% |
| 3Y | -18.6% | +73.5% | -92.1% | -30.9% |
| 5Y | +10.2% | -61.6% | +71.8% | +16.2% |
| 10Y | -76.7% | +638.0% | -714.7% | -84.7% |
| All | -76.7% | +657.6% | -734.3% | -84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling