-76.0%
PCG vs RSG
+452.6%
-528.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.2% | +2.5% | -0.3% | +0.6% |
| 30D | +0.8% | +12.7% | -12.0% | -7.0% |
| 3M | -23.8% | +17.9% | -41.7% | -31.8% |
| 6M | -19.6% | +25.0% | -44.6% | -31.0% |
| YTD | -16.7% | +20.8% | -37.5% | -27.3% |
| 1Y | -19.4% | +24.3% | -43.7% | -31.1% |
| 3Y | -18.3% | +65.3% | -83.6% | -44.3% |
| 5Y | +10.4% | +99.1% | -88.6% | -35.7% |
| All | -76.0% | +452.6% | -528.6% | -92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling