-16.0%
PCG vs RRC
+44.7%
-60.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.4% | +1.1% |
| 7D | +1.9% | -6.8% | +8.7% | +2.5% |
| 30D | +8.5% | +34.7% | -26.2% | +5.2% |
| 3M | -22.9% | +31.5% | -54.4% | -25.0% |
| 6M | -16.8% | +21.8% | -38.5% | -18.7% |
| YTD | -15.8% | +48.9% | -64.6% | -20.0% |
| 1Y | -16.0% | +42.1% | -58.1% | -19.7% |
| All | -16.0% | +44.7% | -60.7% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling