+1,024.7%
XLE vs PCG
-20.1%
+1,044.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.2% |
| 7D | +2.2% | -13.9% | +16.1% | +4.0% |
| 30D | +11.8% | -16.9% | +28.6% | +14.2% |
| 3M | +9.8% | -14.7% | +24.6% | +11.7% |
| 6M | +15.6% | -23.8% | +39.4% | +19.4% |
| YTD | +45.3% | -10.5% | +55.8% | +46.3% |
| 1Y | +48.3% | -5.1% | +53.4% | +47.8% |
| 3Y | +55.4% | -11.6% | +67.0% | +55.5% |
| 5Y | +216.1% | +59.0% | +157.1% | +188.0% |
| 10Y | +178.4% | -75.7% | +254.1% | +192.1% |
| All | +1,024.7% | -20.1% | +1,044.9% | +813.8% |
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