+87.3%
PCG vs RRX
+4,349.0%
-4,261.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -2.0% | +12.6% | -14.6% | -4.2% |
| 30D | -2.7% | +10.6% | -13.3% | -4.9% |
| 3M | -25.1% | +4.6% | -29.7% | -26.1% |
| 6M | -22.3% | -13.6% | -8.7% | -21.4% |
| YTD | -18.5% | +29.4% | -47.9% | -24.4% |
| 1Y | -21.8% | +31.9% | -53.8% | -28.0% |
| 3Y | -21.0% | +68.3% | -89.3% | -32.6% |
| 5Y | +8.1% | +13.2% | -5.1% | -2.3% |
| 10Y | -76.6% | +209.9% | -286.6% | -82.7% |
| All | +87.3% | +4,349.0% | -4,261.6% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling