-76.0%
PCG vs RIG
-41.4%
-34.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.3% | +2.7% |
| 7D | -13.9% | +0.9% | -14.7% | -14.0% |
| 30D | -16.9% | +13.8% | -30.7% | -18.1% |
| 3M | -14.7% | -6.4% | -8.3% | -14.5% |
| 6M | -23.8% | -8.2% | -15.7% | -23.8% |
| YTD | -10.5% | +41.6% | -52.1% | -14.8% |
| 1Y | -5.1% | +88.7% | -93.8% | -12.8% |
| 3Y | -11.6% | -30.9% | +19.2% | -12.0% |
| 5Y | +59.0% | +57.7% | +1.3% | +36.1% |
| All | -76.0% | -41.4% | -34.5% | -83.0% |
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