-59.0%
PCG vs RNG
+327.7%
-386.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.3% | +2.8% |
| 7D | -13.9% | +5.8% | -19.6% | -14.4% |
| 30D | -16.9% | +19.6% | -36.5% | -18.5% |
| 3M | -14.7% | +67.0% | -81.8% | -19.8% |
| 6M | -23.8% | +88.4% | -112.2% | -29.8% |
| YTD | -10.5% | +155.5% | -166.0% | -21.2% |
| 1Y | -5.1% | +141.7% | -146.8% | -16.2% |
| 3Y | -11.6% | +131.1% | -142.7% | -23.7% |
| 5Y | +59.0% | -70.6% | +129.6% | +69.0% |
| 10Y | -75.7% | +228.2% | -304.0% | -78.3% |
| All | -59.0% | +327.7% | -386.7% | -63.5% |
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 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