+179.2%
XLE vs PCG
-76.0%
+255.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.8% |
| 7D | +5.4% | +2.2% | +3.3% | +5.2% |
| 30D | -3.9% | +0.8% | -4.7% | -4.0% |
| 3M | +7.0% | -23.8% | +30.8% | +9.4% |
| 6M | +14.2% | -19.6% | +33.8% | +16.0% |
| YTD | +48.2% | -16.7% | +64.9% | +49.7% |
| 1Y | +47.7% | -19.4% | +67.1% | +49.7% |
| 3Y | +70.0% | -18.3% | +88.3% | +71.3% |
| 5Y | +169.1% | +10.4% | +158.7% | +163.0% |
| All | +179.2% | -76.0% | +255.2% | +174.2% |
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