-62.6%
PCG vs RNG
+320.7%
-383.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.7% |
| 7D | -1.6% | -11.3% | +9.7% | -0.4% |
| 30D | +1.4% | -5.7% | +7.1% | +1.9% |
| 3M | -23.4% | +16.8% | -40.2% | -24.9% |
| 6M | -19.4% | +58.5% | -77.8% | -24.2% |
| YTD | -18.5% | +151.3% | -169.8% | -28.3% |
| 1Y | -19.5% | +169.0% | -188.5% | -29.9% |
| 3Y | -21.0% | +156.9% | -177.9% | -32.8% |
| 5Y | +13.7% | -69.0% | +82.7% | +19.9% |
| 10Y | -77.2% | +262.0% | -339.1% | -79.7% |
| All | -62.6% | +320.7% | -383.4% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling