-19.4%
PCG vs RSG
+24.9%
-44.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.2% | +2.5% | -0.3% | +1.6% |
| 30D | +0.8% | +12.7% | -12.0% | -2.3% |
| 3M | -23.8% | +17.9% | -41.7% | -27.1% |
| 6M | -19.6% | +25.0% | -44.6% | -24.4% |
| YTD | -16.7% | +20.8% | -37.5% | -21.3% |
| 1Y | -19.4% | +24.3% | -43.7% | -23.4% |
| All | -19.4% | +24.9% | -44.2% | -23.4% |
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