-20.0%
PCG vs RIG
-19.4%
-0.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -2.0% | +4.3% | -6.3% | -2.1% |
| 30D | -2.7% | -5.8% | +3.1% | -2.6% |
| 3M | -25.1% | -6.7% | -18.4% | -25.1% |
| 6M | -22.3% | -18.7% | -3.6% | -21.9% |
| YTD | -18.5% | +28.8% | -47.3% | -20.6% |
| 1Y | -21.8% | +28.8% | -50.6% | -24.0% |
| All | -20.0% | -19.4% | -0.6% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling