+5.0%
XLE vs PCG
-17.9%
+22.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -3.1% |
| 7D | -10.3% | 0.0% | -10.3% | -10.3% |
| 30D | -3.3% | +5.8% | -9.2% | -3.0% |
| 3M | +8.2% | -22.8% | +30.9% | +6.9% |
| 6M | +5.0% | -18.4% | +23.4% | +3.0% |
| All | +5.0% | -17.9% | +22.9% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling