-76.7%
PCG vs RL
+397.7%
-474.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.5% | 0.0% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | +0.1% | +7.3% | -7.3% | -1.7% |
| 3M | -24.4% | +1.0% | -25.5% | -24.8% |
| 6M | -17.7% | +11.8% | -29.4% | -20.4% |
| YTD | -17.4% | +13.6% | -31.0% | -20.8% |
| 1Y | -19.4% | +24.0% | -43.4% | -24.3% |
| 3Y | -18.6% | +256.6% | -275.2% | -42.5% |
| 5Y | +10.2% | +240.2% | -230.0% | -23.6% |
| 10Y | -76.7% | +373.0% | -449.6% | -85.8% |
| All | -76.7% | +397.7% | -474.3% | -85.8% |
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