-76.7%
PCG vs RIG
-46.5%
-30.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | -1.1% | -17.0% | +16.0% | +0.8% |
| 30D | +0.1% | -6.2% | +6.2% | +0.5% |
| 3M | -24.4% | -1.7% | -22.7% | -24.7% |
| 6M | -17.7% | -19.2% | +1.6% | -16.6% |
| YTD | -17.4% | +25.2% | -42.6% | -20.7% |
| 1Y | -19.4% | +29.9% | -49.3% | -23.0% |
| 3Y | -18.6% | -21.3% | +2.7% | -20.4% |
| 5Y | +10.2% | +40.5% | -30.3% | -4.6% |
| 10Y | -76.7% | -49.6% | -27.1% | -82.4% |
| All | -76.7% | -46.5% | -30.2% | -82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling