-16.0%
PCG vs RBA
-2.0%
-14.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.2% | +0.8% |
| 7D | +1.9% | +12.7% | -10.8% | +1.8% |
| 30D | +8.5% | +15.5% | -7.0% | +8.4% |
| 3M | -22.9% | -14.0% | -8.9% | -23.0% |
| 6M | -16.8% | -8.8% | -7.9% | -16.5% |
| YTD | -15.8% | -6.9% | -8.9% | -17.0% |
| 1Y | -16.0% | -3.0% | -13.0% | -17.8% |
| All | -16.0% | -2.0% | -14.0% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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