-18.6%
PCG vs RCL
+265.0%
-283.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.9% |
| 7D | -1.1% | +5.0% | -6.0% | -1.7% |
| 30D | +0.1% | +19.4% | -19.3% | -2.2% |
| 3M | -24.4% | +5.9% | -30.4% | -25.3% |
| 6M | -17.7% | +23.8% | -41.5% | -20.1% |
| YTD | -17.4% | +22.8% | -40.2% | -20.6% |
| 1Y | -19.4% | +34.3% | -53.6% | -23.6% |
| 3Y | -18.6% | +276.4% | -295.0% | -40.6% |
| All | -18.6% | +265.0% | -283.6% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling