-2.7%
PCG vs RIG
-46.4%
+43.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.2% |
| 7D | -1.6% | -24.5% | +22.9% | +1.1% |
| 30D | +1.4% | -2.8% | +4.2% | +1.5% |
| 3M | -23.4% | +1.6% | -24.9% | -23.9% |
| 6M | -19.4% | -15.9% | -3.5% | -18.7% |
| YTD | -18.5% | +26.9% | -45.4% | -21.7% |
| 1Y | -19.5% | +34.4% | -53.9% | -23.3% |
| 3Y | -21.0% | -21.2% | +0.2% | -22.8% |
| 5Y | +13.7% | +46.4% | -32.6% | -1.1% |
| 10Y | -77.2% | -45.8% | -31.3% | -82.1% |
| All | -2.7% | -46.4% | +43.8% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling