-19.4%
PCG vs RRX
+73.4%
-92.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.7% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +0.8% | +9.0% | -8.3% | -0.6% |
| 3M | -22.0% | +4.0% | -26.0% | -22.7% |
| 6M | -17.1% | -15.7% | -1.4% | -16.2% |
| YTD | -16.9% | +29.0% | -45.9% | -21.9% |
| 1Y | -19.1% | +35.2% | -54.3% | -24.6% |
| 3Y | -19.4% | +67.7% | -87.2% | -32.8% |
| All | -19.4% | +73.4% | -92.8% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling