+9.3%
PCG vs RL
+239.2%
-229.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.3% | +2.4% |
| 7D | +2.2% | +2.6% | -0.4% | +1.6% |
| 30D | +0.8% | +2.9% | -2.2% | +0.1% |
| 3M | -23.8% | 0.0% | -23.8% | -23.9% |
| 6M | -19.6% | +17.1% | -36.7% | -22.6% |
| YTD | -16.7% | +10.1% | -26.9% | -19.1% |
| 1Y | -19.4% | +17.3% | -36.7% | -22.7% |
| 3Y | -18.3% | +249.3% | -267.6% | -39.8% |
| All | +9.3% | +239.2% | -229.8% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling