+79.6%
XOM vs PCG
-19.3%
+98.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.4% |
| 7D | +2.8% | +2.2% | +0.7% | +2.8% |
| 30D | -3.6% | +0.8% | -4.4% | -3.7% |
| 3M | +8.2% | -23.8% | +32.0% | +9.9% |
| 6M | +14.0% | -19.6% | +33.7% | +14.9% |
| YTD | +44.6% | -16.7% | +61.3% | +44.2% |
| 1Y | +47.8% | -19.4% | +67.1% | +47.9% |
| 3Y | +79.6% | -18.3% | +97.9% | +78.4% |
| All | +79.6% | -19.3% | +98.8% | +78.4% |
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