-16.0%
PCG vs RIG
+43.0%
-59.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.6% | +8.5% | +0.7% |
| 7D | +1.9% | -18.8% | +20.7% | +1.7% |
| 30D | +8.5% | -1.1% | +9.6% | +8.4% |
| 3M | -22.9% | +4.4% | -27.3% | -23.3% |
| 6M | -16.8% | -20.8% | +4.0% | -16.3% |
| YTD | -15.8% | +32.0% | -47.7% | -21.3% |
| 1Y | -16.0% | +39.7% | -55.7% | -22.7% |
| All | -16.0% | +43.0% | -59.0% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling