-16.0%
PCG vs RSG
+19.5%
-35.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | +1.9% | +5.1% | -3.2% | +0.7% |
| 30D | +8.5% | +15.3% | -6.8% | +4.4% |
| 3M | -22.9% | +18.6% | -41.5% | -26.3% |
| 6M | -16.8% | +19.5% | -36.3% | -20.9% |
| YTD | -15.8% | +17.2% | -33.0% | -19.6% |
| 1Y | -16.0% | +19.6% | -35.5% | -18.7% |
| All | -16.0% | +19.5% | -35.5% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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