-76.0%
PCG vs RRC
+73.1%
-149.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +2.1% |
| 7D | +2.2% | +6.4% | -4.2% | +1.5% |
| 30D | +0.8% | +23.9% | -23.1% | -1.8% |
| 3M | -23.8% | +30.2% | -54.0% | -26.2% |
| 6M | -19.6% | +26.3% | -45.9% | -22.0% |
| YTD | -16.7% | +48.1% | -64.8% | -20.8% |
| 1Y | -19.4% | +37.7% | -57.1% | -22.7% |
| 3Y | -18.3% | +60.3% | -78.6% | -23.7% |
| 5Y | +10.4% | +135.3% | -124.9% | -2.8% |
| All | -76.0% | +73.1% | -149.0% | -83.5% |
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