-22.7%
PCG vs RSG
+2,259.5%
-2,282.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | -0.5% | +2.0% | -2.4% | -0.9% |
| 30D | +0.8% | +14.2% | -13.4% | -2.3% |
| 3M | -22.0% | +15.8% | -37.8% | -24.7% |
| 6M | -17.1% | +24.6% | -41.7% | -21.3% |
| YTD | -16.9% | +18.2% | -35.1% | -20.2% |
| 1Y | -19.1% | +22.8% | -41.8% | -23.0% |
| 3Y | -19.4% | +62.4% | -81.8% | -28.2% |
| 5Y | +9.0% | +96.0% | -87.0% | -6.9% |
| 10Y | -76.2% | +448.5% | -524.7% | -82.9% |
| All | -22.7% | +2,259.5% | -2,282.2% | -51.9% |
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