-11.8%
PCG vs RBRK
+137.4%
-149.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +3.7% |
| 7D | +5.4% | +3.7% | +1.8% | +5.3% |
| 30D | -15.1% | +1.7% | -16.9% | -15.1% |
| 3M | -9.8% | +27.7% | -37.6% | -10.0% |
| 6M | -18.0% | +60.3% | -78.3% | -18.5% |
| YTD | -7.2% | +19.8% | -27.1% | -6.9% |
| 1Y | +2.9% | -4.2% | +7.0% | +4.1% |
| All | -11.8% | +137.4% | -149.2% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling