-76.0%
PCG vs RL
+313.2%
-389.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.0% |
| 7D | -13.9% | -0.8% | -13.1% | -13.6% |
| 30D | -16.9% | -7.8% | -9.1% | -15.4% |
| 3M | -14.7% | -4.0% | -10.7% | -14.2% |
| 6M | -23.8% | -1.9% | -21.9% | -24.1% |
| YTD | -10.5% | -0.2% | -10.3% | -11.4% |
| 1Y | -5.1% | +10.7% | -15.8% | -8.4% |
| 3Y | -11.6% | +210.8% | -222.4% | -35.4% |
| 5Y | +59.0% | +238.2% | -179.2% | +10.1% |
| All | -76.0% | +313.2% | -389.2% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling