-76.7%
PCG vs RRC
+63.1%
-139.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -1.1% | -10.3% | +9.3% | +0.1% |
| 30D | +0.1% | +19.5% | -19.4% | -2.1% |
| 3M | -24.4% | +27.9% | -52.3% | -26.7% |
| 6M | -17.7% | +21.2% | -38.8% | -19.7% |
| YTD | -17.4% | +39.6% | -57.0% | -20.9% |
| 1Y | -19.4% | +31.3% | -50.6% | -22.3% |
| 3Y | -18.6% | +51.9% | -70.5% | -23.5% |
| 5Y | +10.2% | +110.2% | -99.9% | -1.9% |
| 10Y | -76.7% | +56.7% | -133.3% | -84.0% |
| All | -76.7% | +63.1% | -139.8% | -84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling