-22.6%
PCG vs RSG
+2,310.6%
-2,333.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.1% |
| 3M | -23.8% | +17.9% | -41.7% | -26.7% |
| 6M | -19.6% | +25.0% | -44.6% | -23.8% |
| YTD | -16.7% | +20.8% | -37.5% | -20.5% |
| 1Y | -19.4% | +24.3% | -43.7% | -23.5% |
| 3Y | -18.3% | +65.3% | -83.6% | -27.4% |
| 5Y | +10.4% | +99.1% | -88.6% | -6.0% |
| 10Y | -76.1% | +452.4% | -528.5% | -82.9% |
| All | -22.6% | +2,310.6% | -2,333.3% | -52.1% |
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