-76.5%
PCG vs RCL
+338.4%
-414.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.1% |
| 7D | -2.0% | -0.2% | -1.7% | -1.9% |
| 30D | -2.7% | +14.4% | -17.1% | -5.6% |
| 3M | -25.1% | +5.2% | -30.2% | -26.0% |
| 6M | -22.3% | +26.1% | -48.4% | -26.6% |
| YTD | -18.5% | +17.4% | -35.8% | -22.9% |
| 1Y | -21.8% | +24.7% | -46.5% | -27.3% |
| 3Y | -21.0% | +250.9% | -272.0% | -44.1% |
| 5Y | +8.1% | +293.8% | -285.8% | -30.2% |
| All | -76.5% | +338.4% | -414.9% | -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