-20.0%
PCG vs RRX
+36.7%
-56.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.1% |
| 7D | -2.2% | +5.4% | -7.6% | -2.7% |
| 30D | -0.5% | +12.0% | -12.4% | -1.6% |
| 3M | -24.0% | +6.1% | -30.1% | -24.5% |
| 6M | -18.6% | -13.2% | -5.4% | -18.4% |
| YTD | -17.7% | +31.0% | -48.6% | -21.4% |
| 1Y | -20.0% | +38.8% | -58.8% | -24.6% |
| All | -20.0% | +36.7% | -56.7% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling