-76.4%
PCG vs RCL
+368.0%
-444.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | -2.2% | +0.6% | -2.8% | -2.4% |
| 30D | -0.5% | +19.4% | -19.9% | -4.3% |
| 3M | -24.0% | +9.8% | -33.7% | -25.6% |
| 6M | -18.6% | +28.6% | -47.3% | -23.4% |
| YTD | -17.7% | +22.2% | -39.8% | -22.8% |
| 1Y | -20.0% | +29.7% | -49.7% | -26.2% |
| 3Y | -20.2% | +265.3% | -285.5% | -44.0% |
| 5Y | +8.4% | +301.8% | -293.4% | -30.2% |
| 10Y | -76.4% | +360.5% | -436.9% | -88.4% |
| All | -76.4% | +368.0% | -444.4% | -88.4% |
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