-13.8%
PCG vs RNG
+130.4%
-144.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.3% | +2.6% |
| 7D | -13.9% | +5.8% | -19.6% | -14.0% |
| 30D | -16.9% | +19.6% | -36.5% | -17.5% |
| 3M | -14.7% | +67.0% | -81.8% | -16.7% |
| 6M | -23.8% | +88.4% | -112.2% | -26.3% |
| YTD | -10.5% | +155.5% | -166.0% | -15.7% |
| 1Y | -5.1% | +141.7% | -146.8% | -10.5% |
| All | -13.8% | +130.4% | -144.2% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling