-7.1%
PCG vs RSG
-2.0%
-5.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +0.5% | -1.8% | +2.3% | +1.1% |
| 30D | -18.9% | +2.8% | -21.7% | -19.6% |
| 3M | -15.8% | +4.3% | -20.1% | -17.1% |
| 6M | -22.6% | -0.5% | -22.0% | -22.9% |
| YTD | -12.2% | +5.2% | -17.4% | -14.3% |
| 1Y | -7.1% | -2.1% | -4.9% | -3.1% |
| All | -7.1% | -2.0% | -5.0% | -3.1% |
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