-70.9%
PCG vs XYZ
+638.9%
-709.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.2% | +2.5% |
| 7D | -13.9% | -1.0% | -12.9% | -13.8% |
| 30D | -16.9% | -1.7% | -15.2% | -16.8% |
| 3M | -14.7% | +16.7% | -31.5% | -17.0% |
| 6M | -23.8% | +26.9% | -50.7% | -27.1% |
| YTD | -10.5% | +27.1% | -37.6% | -15.0% |
| 1Y | -5.1% | +9.3% | -14.4% | -8.0% |
| 3Y | -11.6% | +42.3% | -53.9% | -21.5% |
| 5Y | +59.0% | -69.3% | +128.3% | +72.3% |
| 10Y | -75.7% | +586.8% | -662.5% | -82.3% |
| All | -70.9% | +638.9% | -709.8% | -78.1% |
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