+254.2%
XOM vs PCG
+61.3%
+192.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | +0.2% |
| 7D | -2.4% | +5.4% | -7.8% | -3.2% |
| 30D | +5.7% | -15.1% | +20.8% | +7.9% |
| 3M | +6.6% | -9.8% | +16.4% | +7.4% |
| 6M | +7.7% | -18.0% | +25.7% | +10.3% |
| YTD | +36.2% | -7.2% | +43.4% | +35.6% |
| 1Y | +50.5% | +2.9% | +47.6% | +46.1% |
| 3Y | +53.4% | -11.1% | +64.5% | +52.0% |
| 5Y | +254.2% | +61.8% | +192.4% | +199.9% |
| All | +254.2% | +61.3% | +192.9% | +199.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling