-19.5%
PCG vs RBA
-3.3%
-16.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.9% |
| 7D | -1.6% | +4.3% | -5.9% | -1.6% |
| 30D | +1.4% | +16.3% | -14.9% | +1.3% |
| 3M | -23.4% | +1.3% | -24.7% | -23.5% |
| 6M | -19.4% | -11.1% | -8.3% | -19.2% |
| YTD | -18.5% | -8.5% | -10.0% | -19.9% |
| 1Y | -19.5% | -2.1% | -17.4% | -22.0% |
| All | -19.5% | -3.3% | -16.3% | -22.0% |
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