-16.5%
PCG vs RBRK
+130.3%
-146.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +0.5% | -3.5% | +4.0% | +0.6% |
| 30D | -18.9% | -8.3% | -10.6% | -18.8% |
| 3M | -15.8% | +24.7% | -40.5% | -16.0% |
| 6M | -22.6% | +58.9% | -81.5% | -23.0% |
| YTD | -12.2% | +16.3% | -28.4% | -11.8% |
| 1Y | -7.1% | +10.1% | -17.2% | -6.7% |
| All | -16.5% | +130.3% | -146.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 3y: compounded portfolio wealth divided by compounded RBRK 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…
3y analysis · Full analysis span regression · 6 months rolling