-75.2%
PCG vs RNG
+216.3%
-291.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.4% | +8.0% | +4.1% |
| 7D | +5.4% | -0.8% | +6.2% | +5.4% |
| 30D | -15.1% | +11.4% | -26.5% | -16.3% |
| 3M | -9.8% | +72.1% | -81.9% | -16.2% |
| 6M | -18.0% | +67.9% | -85.9% | -24.3% |
| YTD | -7.2% | +144.3% | -151.6% | -19.4% |
| 1Y | +2.9% | +117.5% | -114.7% | -9.5% |
| 3Y | -11.1% | +123.9% | -135.0% | -24.7% |
| 5Y | +61.8% | -70.1% | +131.9% | +78.6% |
| 10Y | -75.2% | +215.9% | -291.0% | -78.4% |
| All | -75.2% | +216.3% | -291.5% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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