-14.8%
PCG vs RVMD
+620.8%
-635.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.9% |
| 7D | +0.5% | -3.6% | +4.1% | +0.8% |
| 30D | -18.9% | -1.1% | -17.8% | -18.8% |
| 3M | -15.8% | +41.0% | -56.9% | -18.6% |
| 6M | -22.6% | +105.7% | -128.2% | -28.6% |
| YTD | -12.2% | +155.3% | -167.5% | -21.7% |
| 1Y | -7.1% | +402.7% | -409.8% | -24.0% |
| 3Y | -15.8% | +533.1% | -548.9% | -35.0% |
| 5Y | +53.3% | +583.5% | -530.2% | +11.8% |
| All | -14.8% | +620.8% | -635.7% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling