+197.1%
XOM vs PCG
-76.4%
+273.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.3% | +1.4% |
| 7D | -1.5% | -2.2% | +0.7% | -1.3% |
| 30D | -3.2% | -0.5% | -2.7% | -3.1% |
| 3M | +5.0% | -24.0% | +29.0% | +6.9% |
| 6M | +12.9% | -18.6% | +31.5% | +14.1% |
| YTD | +41.3% | -17.7% | +59.0% | +42.6% |
| 1Y | +43.2% | -20.0% | +63.2% | +44.8% |
| 3Y | +77.3% | -20.2% | +97.6% | +78.7% |
| 5Y | +204.8% | +8.4% | +196.4% | +198.9% |
| 10Y | +197.1% | -76.4% | +273.5% | +189.5% |
| All | +197.1% | -76.4% | +273.5% | +189.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling