+149.9%
XLE vs PCG
+13.7%
+136.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.4% |
| 7D | -12.0% | -1.6% | -10.4% | -11.7% |
| 30D | -2.7% | +1.4% | -4.2% | -3.1% |
| 3M | +6.6% | -23.4% | +30.0% | +11.4% |
| 6M | +9.5% | -19.4% | +28.9% | +12.7% |
| YTD | +40.6% | -18.5% | +59.0% | +43.4% |
| 1Y | +43.6% | -19.5% | +63.1% | +46.9% |
| 3Y | +58.1% | -21.0% | +79.1% | +59.6% |
| All | +149.9% | +13.7% | +136.2% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling