-77.6%
PCG vs RBA
+224.6%
-302.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.7% |
| 7D | -1.6% | +4.3% | -5.9% | -2.6% |
| 30D | +1.4% | +16.3% | -14.9% | -2.3% |
| 3M | -23.4% | +1.3% | -24.7% | -23.8% |
| 6M | -19.4% | -11.1% | -8.3% | -17.8% |
| YTD | -18.5% | -8.5% | -10.0% | -18.1% |
| 1Y | -19.5% | -2.1% | -17.4% | -20.7% |
| 3Y | -21.0% | +44.6% | -65.5% | -30.7% |
| 5Y | +13.7% | +36.8% | -23.1% | -0.8% |
| All | -77.6% | +224.6% | -302.2% | -85.4% |
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