-76.4%
PCG vs RIG
-48.7%
-27.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.2% |
| 7D | -2.2% | -2.6% | +0.3% | -2.0% |
| 30D | -0.5% | -5.2% | +4.7% | -0.1% |
| 3M | -24.0% | -8.6% | -15.4% | -23.6% |
| 6M | -18.6% | -18.9% | +0.3% | -17.6% |
| YTD | -17.7% | +28.6% | -46.2% | -21.1% |
| 1Y | -20.0% | +25.5% | -45.5% | -23.3% |
| 3Y | -20.2% | -20.2% | -0.1% | -22.2% |
| 5Y | +8.4% | +53.9% | -45.5% | -7.2% |
| 10Y | -76.4% | -48.8% | -27.6% | -82.2% |
| All | -76.4% | -48.7% | -27.6% | -82.2% |
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