+41.0%
XLE vs PCG
-19.4%
+60.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.6% |
| 7D | -7.9% | -1.1% | -6.8% | -7.9% |
| 30D | -4.8% | +0.1% | -4.9% | -4.8% |
| 3M | +8.4% | -24.4% | +32.8% | +8.3% |
| 6M | +12.7% | -17.7% | +30.3% | +11.6% |
| YTD | +41.3% | -17.4% | +58.7% | +35.9% |
| All | +41.0% | -19.4% | +60.4% | +36.4% |
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