-19.4%
PCG vs RSG
+63.4%
-82.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | -0.5% | +2.0% | -2.4% | -1.1% |
| 30D | +0.8% | +14.2% | -13.4% | -4.0% |
| 3M | -22.0% | +15.8% | -37.8% | -26.1% |
| 6M | -17.1% | +24.6% | -41.7% | -23.6% |
| YTD | -16.9% | +18.2% | -35.1% | -22.2% |
| 1Y | -19.1% | +22.8% | -41.8% | -25.5% |
| 3Y | -19.4% | +62.4% | -81.8% | -33.7% |
| All | -19.4% | +63.4% | -82.9% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling