+61.8%
PCG vs RIG
+52.4%
+9.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.2% | +3.7% |
| 7D | +5.4% | -2.7% | +8.1% | +5.5% |
| 30D | -15.1% | +9.5% | -24.6% | -15.8% |
| 3M | -9.8% | -6.6% | -3.2% | -9.6% |
| 6M | -18.0% | -2.9% | -15.1% | -18.4% |
| YTD | -7.2% | +39.5% | -46.7% | -10.4% |
| 1Y | +2.9% | +82.3% | -79.4% | -3.1% |
| 3Y | -11.1% | -29.6% | +18.5% | -11.3% |
| 5Y | +61.8% | +63.2% | -1.4% | +43.3% |
| All | +61.8% | +52.4% | +9.4% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling