+54.2%
PCG vs RRX
+16.5%
+37.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.7% | -3.8% |
| 7D | +6.5% | -0.7% | +7.2% | +6.6% |
| 30D | -16.7% | -8.0% | -8.8% | -15.6% |
| 3M | -14.2% | -25.1% | +10.9% | -10.8% |
| 6M | -21.5% | -18.3% | -3.2% | -20.2% |
| YTD | -11.2% | +14.2% | -25.3% | -15.6% |
| 1Y | -4.2% | +13.0% | -17.3% | -9.2% |
| 3Y | -14.9% | +4.2% | -19.1% | -20.4% |
| 5Y | +54.2% | +17.9% | +36.4% | +37.3% |
| All | +54.2% | +16.5% | +37.7% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling