-19.4%
PCG vs RBA
+4,058.7%
-4,078.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.2% |
| 7D | 0.0% | +7.3% | -7.3% | -1.0% |
| 30D | +5.8% | +16.9% | -11.1% | +3.5% |
| 3M | -22.8% | -0.5% | -22.3% | -22.8% |
| 6M | -18.4% | -10.4% | -8.0% | -17.5% |
| YTD | -16.9% | -7.2% | -9.6% | -16.7% |
| 1Y | -17.6% | -2.2% | -15.4% | -18.1% |
| 3Y | -20.0% | +43.7% | -63.7% | -25.0% |
| 5Y | +16.0% | +38.7% | -22.7% | +7.9% |
| 10Y | -76.7% | +231.7% | -308.4% | -80.8% |
| All | -19.4% | +4,058.7% | -4,078.1% | -34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling