+191.6%
XOM vs PCG
-75.6%
+267.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | +1.9% | +0.5% | +1.4% | +1.8% |
| 30D | +4.1% | -18.9% | +23.0% | +5.5% |
| 3M | +10.4% | -15.8% | +26.3% | +11.5% |
| 6M | +13.0% | -22.6% | +35.6% | +14.8% |
| YTD | +40.1% | -12.2% | +52.2% | +40.7% |
| 1Y | +51.1% | -7.1% | +58.2% | +51.0% |
| 3Y | +57.7% | -15.8% | +73.6% | +58.3% |
| 5Y | +264.7% | +53.3% | +211.4% | +249.1% |
| All | +191.6% | -75.6% | +267.1% | +187.2% |
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