-22.3%
PCG vs RSG
+27.8%
-50.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.3% |
| 7D | -2.0% | +1.4% | -3.4% | -2.3% |
| 30D | -2.7% | +15.0% | -17.7% | -6.6% |
| 3M | -25.1% | +18.5% | -43.5% | -28.8% |
| 6M | -22.3% | +25.8% | -48.1% | -28.2% |
| All | -22.3% | +27.8% | -50.1% | -28.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling