-19.4%
PCG vs RRC
+36.3%
-55.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +2.1% |
| 7D | +2.2% | +6.4% | -4.2% | +1.6% |
| 30D | +0.8% | +23.9% | -23.1% | -1.5% |
| 3M | -23.8% | +30.2% | -54.0% | -25.9% |
| 6M | -19.6% | +26.3% | -45.9% | -21.8% |
| YTD | -16.7% | +48.1% | -64.8% | -20.9% |
| 1Y | -19.4% | +37.7% | -57.1% | -22.5% |
| All | -19.4% | +36.3% | -55.7% | -22.5% |
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 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