+4.6%
PCG vs RCL
+5,591.8%
-5,587.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.9% | -0.8% |
| 7D | 0.0% | +3.9% | -3.9% | -0.6% |
| 30D | +5.8% | +11.8% | -5.9% | +4.0% |
| 3M | -22.8% | -0.8% | -21.9% | -22.7% |
| 6M | -18.4% | +23.6% | -42.0% | -21.3% |
| YTD | -16.9% | +17.6% | -34.5% | -19.8% |
| 1Y | -17.6% | +28.3% | -45.9% | -21.7% |
| 3Y | -20.0% | +261.4% | -281.4% | -36.0% |
| 5Y | +16.0% | +245.3% | -229.3% | -10.1% |
| 10Y | -76.7% | +381.8% | -458.5% | -84.4% |
| All | +4.6% | +5,591.8% | -5,587.2% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling