+105.7%
PCG vs RRC
+1,202.2%
-1,096.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.5% |
| 7D | -13.9% | +1.3% | -15.2% | -13.9% |
| 30D | -16.9% | +10.1% | -27.0% | -17.4% |
| 3M | -14.7% | +4.0% | -18.7% | -15.0% |
| 6M | -23.8% | +1.6% | -25.4% | -24.0% |
| YTD | -10.5% | +19.7% | -30.2% | -11.6% |
| 1Y | -5.1% | +21.4% | -26.5% | -6.4% |
| 3Y | -11.6% | +29.7% | -41.3% | -13.6% |
| 5Y | +59.0% | +153.9% | -94.9% | +47.7% |
| 10Y | -75.7% | +10.8% | -86.6% | -78.1% |
| All | +105.7% | +1,202.2% | -1,096.5% | +76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling