-75.9%
PCG vs RSG
+425.0%
-500.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | +0.5% | -1.8% | +2.3% | +1.6% |
| 30D | -18.9% | +2.8% | -21.7% | -20.3% |
| 3M | -15.8% | +4.3% | -20.1% | -18.4% |
| 6M | -22.6% | -0.5% | -22.0% | -22.7% |
| YTD | -12.2% | +5.2% | -17.4% | -15.8% |
| 1Y | -7.1% | -2.1% | -4.9% | -6.7% |
| 3Y | -15.8% | +56.5% | -72.3% | -40.8% |
| 5Y | +53.3% | +89.5% | -36.2% | -8.8% |
| All | -75.9% | +425.0% | -500.9% | -91.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling