-76.7%
PCG vs RCL
+396.5%
-473.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.7% |
| 7D | -1.1% | +5.0% | -6.0% | -2.1% |
| 30D | +0.1% | +19.4% | -19.3% | -3.8% |
| 3M | -24.4% | +5.9% | -30.4% | -25.5% |
| 6M | -17.7% | +23.8% | -41.5% | -21.9% |
| YTD | -17.4% | +22.8% | -40.2% | -22.7% |
| 1Y | -19.4% | +34.3% | -53.6% | -26.2% |
| 3Y | -18.6% | +276.4% | -295.0% | -43.3% |
| 5Y | +10.2% | +281.6% | -271.4% | -28.1% |
| 10Y | -76.7% | +379.0% | -455.7% | -88.5% |
| All | -76.7% | +396.5% | -473.2% | -88.5% |
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