-77.6%
PCG vs RCL
+382.5%
-460.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.3% | -2.3% |
| 7D | -1.6% | +6.5% | -8.1% | -3.0% |
| 30D | +1.4% | +15.9% | -14.5% | -1.9% |
| 3M | -23.4% | +2.7% | -26.1% | -24.0% |
| 6M | -19.4% | +15.2% | -34.6% | -22.3% |
| YTD | -18.5% | +19.2% | -37.7% | -23.2% |
| 1Y | -19.5% | +31.6% | -51.1% | -26.0% |
| 3Y | -21.0% | +274.2% | -295.2% | -44.9% |
| 5Y | +13.7% | +250.1% | -236.3% | -24.2% |
| All | -77.6% | +382.5% | -460.1% | -88.7% |
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