-76.7%
PCG vs RBA
+236.6%
-313.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.7% |
| 7D | -1.1% | +2.5% | -3.6% | -1.6% |
| 30D | +0.1% | +11.6% | -11.5% | -2.6% |
| 3M | -24.4% | +1.5% | -25.9% | -24.9% |
| 6M | -17.7% | -6.6% | -11.0% | -17.0% |
| YTD | -17.4% | -6.3% | -11.2% | -17.5% |
| 1Y | -19.4% | -4.0% | -15.4% | -20.1% |
| 3Y | -18.6% | +47.3% | -65.9% | -29.0% |
| 5Y | +10.2% | +47.7% | -37.4% | -6.1% |
| 10Y | -76.7% | +224.7% | -301.4% | -85.2% |
| All | -76.7% | +236.6% | -313.2% | -85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling