-76.5%
PCG vs RL
+342.1%
-418.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -2.0% | +2.4% | -4.3% | -2.5% |
| 30D | -2.7% | +4.6% | -7.3% | -3.8% |
| 3M | -25.1% | -1.1% | -23.9% | -25.0% |
| 6M | -22.3% | +16.5% | -38.8% | -25.6% |
| YTD | -18.5% | +11.4% | -29.9% | -21.4% |
| 1Y | -21.8% | +16.1% | -37.9% | -25.5% |
| 3Y | -21.0% | +252.6% | -273.6% | -44.2% |
| 5Y | +8.1% | +244.9% | -236.8% | -25.5% |
| All | -76.5% | +342.1% | -418.6% | -85.1% |
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