+988.3%
XLE vs PCG
-27.3%
+1,015.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.3% |
| 7D | -12.0% | -1.6% | -10.4% | -11.8% |
| 30D | -2.7% | +1.4% | -4.2% | -3.0% |
| 3M | +6.6% | -23.4% | +30.0% | +10.1% |
| 6M | +9.5% | -19.4% | +28.9% | +12.1% |
| YTD | +40.6% | -18.5% | +59.0% | +43.3% |
| 1Y | +43.6% | -19.5% | +63.1% | +46.7% |
| 3Y | +58.1% | -21.0% | +79.1% | +60.7% |
| 5Y | +152.2% | +13.7% | +138.5% | +141.2% |
| 10Y | +172.9% | -77.2% | +250.1% | +187.8% |
| All | +988.3% | -27.3% | +1,015.6% | +795.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling