+14.1%
PCG vs RNG
-69.1%
+83.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.8% |
| 7D | -1.6% | -11.3% | +9.7% | -0.8% |
| 30D | +1.4% | -5.7% | +7.1% | +1.7% |
| 3M | -23.4% | +16.8% | -40.2% | -24.5% |
| 6M | -19.4% | +58.5% | -77.8% | -22.9% |
| YTD | -18.5% | +151.3% | -169.8% | -26.1% |
| 1Y | -19.5% | +169.0% | -188.5% | -27.6% |
| 3Y | -21.0% | +156.9% | -177.9% | -30.4% |
| All | +14.1% | -69.1% | +83.2% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling