+54.6%
XLE vs PCG
-11.7%
+66.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.1% |
| 7D | +2.2% | -13.9% | +16.1% | +3.5% |
| 30D | +11.8% | -16.9% | +28.6% | +13.7% |
| 3M | +9.8% | -14.7% | +24.6% | +11.1% |
| 6M | +15.6% | -23.8% | +39.4% | +19.2% |
| YTD | +45.3% | -10.5% | +55.8% | +44.7% |
| 1Y | +48.3% | -5.1% | +53.4% | +45.7% |
| All | +54.6% | -11.7% | +66.3% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling