+176.5%
XLE vs PCG
-76.5%
+253.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +4.4% | -2.0% | +6.3% | +4.6% |
| 30D | -4.3% | -2.7% | -1.6% | -4.0% |
| 3M | +6.0% | -25.1% | +31.1% | +8.5% |
| 6M | +13.2% | -22.3% | +35.5% | +15.3% |
| YTD | +46.7% | -18.5% | +65.2% | +48.6% |
| 1Y | +46.6% | -21.8% | +68.5% | +49.1% |
| 3Y | +69.6% | -21.0% | +90.6% | +71.5% |
| 5Y | +166.5% | +8.1% | +158.4% | +160.9% |
| All | +176.5% | -76.5% | +253.0% | +172.1% |
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