-76.0%
PCG vs RRX
+200.5%
-276.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.4% | +2.8% |
| 7D | +2.2% | +4.3% | -2.2% | +0.9% |
| 30D | +0.8% | +12.3% | -11.6% | -3.0% |
| 3M | -23.8% | +3.7% | -27.4% | -25.2% |
| 6M | -19.6% | -13.9% | -5.7% | -18.3% |
| YTD | -16.7% | +26.5% | -43.2% | -26.3% |
| 1Y | -19.4% | +29.3% | -48.7% | -29.4% |
| 3Y | -18.3% | +65.6% | -83.9% | -39.1% |
| 5Y | +10.4% | +10.6% | -0.2% | -7.6% |
| All | -76.0% | +200.5% | -276.4% | -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