+41.6%
XLE vs PCG
-18.8%
+60.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.5% |
| 7D | -6.7% | -0.5% | -6.3% | -6.7% |
| 30D | -4.4% | +0.8% | -5.2% | -4.4% |
| 3M | +4.0% | -22.0% | +26.0% | +3.8% |
| 6M | +13.2% | -17.1% | +30.3% | +12.1% |
| YTD | +41.9% | -16.9% | +58.8% | +36.5% |
| 1Y | +41.6% | -19.1% | +60.7% | +37.0% |
| All | +41.6% | -18.8% | +60.5% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling