-76.2%
PCG vs RNG
+247.5%
-323.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.6% |
| 7D | -0.5% | -6.0% | +5.6% | +0.2% |
| 30D | +0.8% | -7.4% | +8.1% | +1.5% |
| 3M | -22.0% | +14.6% | -36.6% | -23.6% |
| 6M | -17.1% | +61.5% | -78.6% | -22.8% |
| YTD | -16.9% | +155.7% | -172.5% | -28.3% |
| 1Y | -19.1% | +172.5% | -191.5% | -30.9% |
| 3Y | -19.4% | +168.0% | -187.5% | -33.5% |
| 5Y | +9.0% | -73.8% | +82.8% | +24.4% |
| 10Y | -76.2% | +240.3% | -316.4% | -78.5% |
| All | -76.2% | +247.5% | -323.6% | -78.5% |
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