-76.0%
PCG vs RCL
+326.6%
-402.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.6% | +2.5% |
| 7D | -13.9% | -5.1% | -8.8% | -12.7% |
| 30D | -16.9% | -19.0% | +2.1% | -12.9% |
| 3M | -14.7% | -9.6% | -5.2% | -13.1% |
| 6M | -23.8% | -6.7% | -17.1% | -23.4% |
| YTD | -10.5% | -3.9% | -6.6% | -11.4% |
| 1Y | -5.1% | -25.1% | +20.0% | -1.2% |
| 3Y | -11.6% | +179.1% | -190.7% | -34.1% |
| 5Y | +59.0% | +243.3% | -184.3% | +5.9% |
| All | -76.0% | +326.6% | -402.6% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling