+9.3%
PCG vs RBA
+45.7%
-36.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +2.0% |
| 7D | +2.2% | +1.7% | +0.4% | +1.9% |
| 30D | +0.8% | +8.3% | -7.6% | -0.5% |
| 3M | -23.8% | +10.5% | -34.3% | -25.0% |
| 6M | -19.6% | -5.9% | -13.8% | -19.3% |
| YTD | -16.7% | -6.9% | -9.9% | -16.8% |
| 1Y | -19.4% | -4.9% | -14.5% | -19.8% |
| 3Y | -18.3% | +64.5% | -82.8% | -26.4% |
| All | +9.3% | +45.7% | -36.4% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling