+52.2%
XOM vs PCG
-13.9%
+66.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -1.8% |
| 7D | +1.8% | -13.9% | +15.6% | +2.5% |
| 30D | +5.9% | -16.9% | +22.7% | +6.9% |
| 3M | +5.6% | -14.7% | +20.3% | +6.3% |
| 6M | +7.9% | -23.8% | +31.7% | +10.0% |
| YTD | +35.2% | -10.5% | +45.7% | +34.4% |
| 1Y | +46.0% | -5.1% | +51.1% | +43.8% |
| All | +52.2% | -13.9% | +66.1% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling