-21.8%
PCG vs RIG
+27.3%
-49.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -2.0% | +4.3% | -6.3% | -1.9% |
| 30D | -2.7% | -5.8% | +3.1% | -2.8% |
| 3M | -25.1% | -6.7% | -18.4% | -25.3% |
| 6M | -22.3% | -18.7% | -3.6% | -22.2% |
| YTD | -18.5% | +28.8% | -47.3% | -24.3% |
| 1Y | -21.8% | +28.8% | -50.6% | -27.9% |
| All | -21.8% | +27.3% | -49.1% | -27.9% |
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