+10.2%
PCG vs RVMD
+508.4%
-498.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | +1.1% |
| 7D | -1.1% | +6.4% | -7.4% | -1.5% |
| 30D | +0.1% | +5.5% | -5.4% | -0.4% |
| 3M | -24.4% | -2.4% | -22.0% | -24.4% |
| 6M | -17.7% | +41.1% | -58.8% | -19.5% |
| YTD | -17.4% | +151.3% | -168.7% | -23.3% |
| 1Y | -19.4% | +228.1% | -247.4% | -27.0% |
| 3Y | -18.6% | +899.8% | -918.3% | -33.5% |
| 5Y | +10.2% | +514.0% | -503.7% | -11.6% |
| All | +10.2% | +508.4% | -498.1% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling