-76.4%
PCG vs RGEN
+450.6%
-527.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -2.2% | -3.1% | +0.9% | -1.9% |
| 30D | -0.5% | +0.1% | -0.5% | -0.6% |
| 3M | -24.0% | +4.8% | -28.7% | -24.8% |
| 6M | -18.6% | +48.9% | -67.5% | -23.1% |
| YTD | -17.7% | +5.3% | -23.0% | -19.2% |
| 1Y | -20.0% | +12.5% | -32.5% | -22.2% |
| 3Y | -20.2% | +17.0% | -37.2% | -25.1% |
| 5Y | +8.4% | -35.4% | +43.7% | +6.1% |
| 10Y | -76.4% | +434.6% | -511.0% | -81.9% |
| All | -76.4% | +450.6% | -527.0% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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