+988.5%
XLE vs PCG
-25.8%
+1,014.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.8% |
| 7D | -10.3% | 0.0% | -10.3% | -10.3% |
| 30D | -3.3% | +5.8% | -9.2% | -4.2% |
| 3M | +8.2% | -22.8% | +30.9% | +11.6% |
| 6M | +5.0% | -18.4% | +23.4% | +7.3% |
| YTD | +40.6% | -16.9% | +57.4% | +42.9% |
| 1Y | +45.0% | -17.6% | +62.6% | +47.6% |
| 3Y | +56.3% | -20.0% | +76.3% | +58.6% |
| 5Y | +152.2% | +16.0% | +136.2% | +140.6% |
| 10Y | +173.0% | -76.7% | +249.7% | +187.0% |
| All | +988.5% | -25.8% | +1,014.3% | +792.9% |
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 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