-11.1%
PCG vs RRX
+4.1%
-15.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.6% |
| 7D | +5.4% | +4.3% | +1.1% | +4.9% |
| 30D | -15.1% | -8.0% | -7.1% | -14.3% |
| 3M | -9.8% | -22.0% | +12.2% | -7.7% |
| 6M | -18.0% | -11.9% | -6.1% | -18.0% |
| YTD | -7.2% | +17.1% | -24.3% | -11.0% |
| 1Y | +2.9% | +14.9% | -12.0% | -1.3% |
| 3Y | -11.1% | +6.9% | -18.0% | -17.3% |
| All | -11.1% | +4.1% | -15.2% | -17.3% |
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