-19.4%
PCG vs RIG
-11.9%
-7.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -1.6% |
| 7D | -1.6% | -24.5% | +22.9% | -5.0% |
| 30D | +1.4% | -2.8% | +4.2% | +1.6% |
| 3M | -23.4% | +1.6% | -24.9% | -23.1% |
| 6M | -19.4% | -15.9% | -3.5% | -21.5% |
| All | -19.4% | -11.9% | -7.4% | -21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling