+161.9%
XLE vs PCG
+7.2%
+154.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.1% |
| 7D | -0.2% | -2.2% | +2.0% | +0.2% |
| 30D | -4.0% | -0.5% | -3.5% | -4.0% |
| 3M | +4.6% | -24.0% | +28.6% | +9.8% |
| 6M | +12.3% | -18.6% | +30.9% | +15.4% |
| YTD | +44.5% | -17.7% | +62.2% | +47.2% |
| 1Y | +42.4% | -20.0% | +62.4% | +46.1% |
| 3Y | +67.0% | -20.2% | +87.3% | +68.3% |
| 5Y | +161.9% | +8.4% | +153.5% | +132.4% |
| All | +161.9% | +7.2% | +154.7% | +132.4% |
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 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