+9.3%
PCG vs RIG
+62.5%
-53.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -2.0% | +1.9% |
| 7D | +2.2% | +5.7% | -3.6% | +1.8% |
| 30D | +0.8% | -0.7% | +1.5% | +0.6% |
| 3M | -23.8% | -3.1% | -20.7% | -23.9% |
| 6M | -19.6% | -16.3% | -3.3% | -19.1% |
| YTD | -16.7% | +34.1% | -50.9% | -19.6% |
| 1Y | -19.4% | +38.2% | -57.5% | -22.4% |
| 3Y | -18.3% | -15.3% | -3.0% | -20.0% |
| All | +9.3% | +62.5% | -53.1% | -2.3% |
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