-16.8%
PCG vs RSG
+2,015.2%
-2,032.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.7% |
| 7D | -13.9% | +0.3% | -14.1% | -13.9% |
| 30D | -16.9% | +7.6% | -24.4% | -18.2% |
| 3M | -14.7% | +7.4% | -22.2% | -16.1% |
| 6M | -23.8% | -3.3% | -20.5% | -23.3% |
| YTD | -10.5% | +6.0% | -16.5% | -11.8% |
| 1Y | -5.1% | -3.7% | -1.4% | -4.5% |
| 3Y | -11.6% | +59.1% | -70.7% | -20.7% |
| 5Y | +59.0% | +89.0% | -30.0% | +37.3% |
| 10Y | -75.7% | +412.5% | -488.2% | -82.2% |
| All | -16.8% | +2,015.2% | -2,032.1% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling