-21.1%
PCG vs RCL
+24.5%
-45.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.6% |
| 7D | -2.0% | -0.2% | -1.7% | -1.9% |
| 30D | -2.7% | +14.4% | -17.1% | -4.0% |
| 3M | -25.1% | +5.2% | -30.2% | -26.0% |
| 6M | -22.3% | +26.1% | -48.4% | -23.7% |
| YTD | -18.5% | +17.4% | -35.8% | -20.6% |
| All | -21.1% | +24.5% | -45.6% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling