-77.6%
PCG vs RGEN
+527.2%
-604.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -4.9% | -2.3% |
| 7D | -1.6% | -1.9% | +0.4% | -1.4% |
| 30D | +1.4% | +3.7% | -2.3% | +0.9% |
| 3M | -23.4% | +8.8% | -32.2% | -24.5% |
| 6M | -19.4% | +38.0% | -57.3% | -23.1% |
| YTD | -18.5% | +5.9% | -24.4% | -20.0% |
| 1Y | -19.5% | +19.7% | -39.2% | -22.3% |
| 3Y | -21.0% | +20.5% | -41.5% | -26.0% |
| 5Y | +13.7% | -35.0% | +48.7% | +11.3% |
| All | -77.6% | +527.2% | -604.8% | -81.5% |
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