-73.5%
PCG vs XYZ
+663.2%
-736.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.2% |
| 7D | -1.6% | +12.1% | -13.7% | -3.5% |
| 30D | +1.4% | +12.4% | -11.0% | -0.6% |
| 3M | -23.4% | +8.2% | -31.6% | -24.6% |
| 6M | -19.4% | +20.7% | -40.1% | -22.3% |
| YTD | -18.5% | +31.3% | -49.8% | -23.2% |
| 1Y | -19.5% | +20.5% | -40.0% | -23.3% |
| 3Y | -21.0% | +72.6% | -93.6% | -32.0% |
| 5Y | +13.7% | -64.0% | +77.7% | +19.6% |
| 10Y | -77.2% | +601.8% | -679.0% | -83.4% |
| All | -73.5% | +663.2% | -736.7% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling