-75.9%
PCG vs RRX
+216.7%
-292.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | +0.5% | -3.7% | +4.2% | +1.6% |
| 30D | -18.9% | -9.3% | -9.6% | -16.7% |
| 3M | -15.8% | -21.8% | +5.9% | -11.3% |
| 6M | -22.6% | -22.0% | -0.5% | -19.4% |
| YTD | -12.2% | +11.9% | -24.1% | -19.0% |
| 1Y | -7.1% | +11.6% | -18.7% | -14.8% |
| 3Y | -15.8% | +2.2% | -18.0% | -25.2% |
| 5Y | +53.3% | +14.9% | +38.5% | +23.8% |
| All | -75.9% | +216.7% | -292.6% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RRX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling