-76.5%
PCG vs RBA
+204.3%
-280.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -2.0% | -0.5% | -1.4% | -1.8% |
| 30D | -2.7% | +6.8% | -9.5% | -4.3% |
| 3M | -25.1% | +9.5% | -34.5% | -26.8% |
| 6M | -22.3% | -8.2% | -14.1% | -21.4% |
| YTD | -18.5% | -7.7% | -10.8% | -18.3% |
| 1Y | -21.8% | -6.9% | -14.9% | -21.9% |
| 3Y | -21.0% | +61.6% | -82.7% | -32.8% |
| 5Y | +8.1% | +44.7% | -36.6% | -7.5% |
| All | -76.5% | +204.3% | -280.8% | -85.1% |
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