-75.6%
PCG vs RRX
+223.0%
-298.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.7% | -3.6% |
| 7D | +6.5% | -0.7% | +7.2% | +6.7% |
| 30D | -16.7% | -8.0% | -8.8% | -14.9% |
| 3M | -14.2% | -25.1% | +10.9% | -8.5% |
| 6M | -21.5% | -18.3% | -3.2% | -19.4% |
| YTD | -11.2% | +14.2% | -25.3% | -18.5% |
| 1Y | -4.2% | +13.0% | -17.3% | -12.5% |
| 3Y | -14.9% | +4.2% | -19.1% | -24.8% |
| 5Y | +54.2% | +17.9% | +36.4% | +23.5% |
| All | -75.6% | +223.0% | -298.6% | -87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling