+43.2%
XOM vs PCG
-20.1%
+63.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.3% | +1.3% |
| 7D | -1.5% | -2.2% | +0.7% | -1.6% |
| 30D | -3.2% | -0.5% | -2.7% | -3.2% |
| 3M | +5.0% | -24.0% | +29.0% | +4.4% |
| 6M | +12.9% | -18.6% | +31.5% | +11.6% |
| YTD | +41.3% | -17.7% | +59.0% | +34.6% |
| 1Y | +43.2% | -20.0% | +63.2% | +36.8% |
| All | +43.2% | -20.1% | +63.3% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling