+89.2%
PCG vs RRC
+1,511.7%
-1,422.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -2.2% | -0.5% | -1.8% | -2.2% |
| 30D | -0.5% | +25.2% | -25.7% | -1.9% |
| 3M | -24.0% | +27.8% | -51.8% | -25.2% |
| 6M | -18.6% | +27.2% | -45.8% | -20.0% |
| YTD | -17.7% | +48.2% | -65.8% | -19.9% |
| 1Y | -20.0% | +34.7% | -54.7% | -21.7% |
| 3Y | -20.2% | +62.2% | -82.5% | -23.2% |
| 5Y | +8.4% | +130.9% | -122.5% | +1.0% |
| 10Y | -76.4% | +73.4% | -149.8% | -79.2% |
| All | +89.2% | +1,511.7% | -1,422.5% | +59.9% |
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