+174.3%
XLE vs PCG
-75.9%
+250.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.1% |
| 7D | +2.2% | -13.9% | +16.1% | +3.4% |
| 30D | +11.8% | -16.9% | +28.6% | +13.3% |
| 3M | +9.8% | -14.7% | +24.6% | +11.0% |
| 6M | +15.6% | -23.8% | +39.4% | +18.0% |
| YTD | +45.3% | -10.5% | +55.8% | +45.9% |
| 1Y | +48.3% | -5.1% | +53.4% | +48.0% |
| 3Y | +55.4% | -11.6% | +67.0% | +55.6% |
| 5Y | +216.1% | +59.0% | +157.1% | +199.4% |
| All | +174.3% | -75.9% | +250.1% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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