+9.4%
PCG vs RCL
+295.0%
-285.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -0.5% | +8.5% | -9.0% | -1.8% |
| 30D | +0.8% | +20.4% | -19.6% | -2.4% |
| 3M | -22.0% | +11.0% | -33.0% | -23.5% |
| 6M | -17.1% | +24.9% | -41.9% | -20.5% |
| YTD | -16.9% | +23.9% | -40.7% | -21.0% |
| 1Y | -19.1% | +30.8% | -49.9% | -24.0% |
| 3Y | -19.4% | +270.4% | -289.8% | -39.5% |
| All | +9.4% | +295.0% | -285.5% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling