+9.0%
PCG vs RBA
+48.5%
-39.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -0.5% | +3.2% | -3.7% | -0.9% |
| 30D | +0.8% | +12.0% | -11.2% | -1.0% |
| 3M | -22.0% | +2.9% | -24.9% | -22.5% |
| 6M | -17.1% | -6.3% | -10.8% | -16.7% |
| YTD | -16.9% | -5.9% | -11.0% | -17.0% |
| 1Y | -19.1% | -3.9% | -15.2% | -19.6% |
| 3Y | -19.4% | +64.9% | -84.3% | -27.4% |
| 5Y | +9.0% | +48.5% | -39.5% | +6.8% |
| All | +9.0% | +48.5% | -39.4% | +6.8% |
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