-20.1%
PCG vs RVMD
+540.6%
-560.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.4% | -0.4% |
| 7D | -2.2% | -9.5% | +7.3% | -1.4% |
| 30D | -0.5% | -6.8% | +6.4% | 0.0% |
| 3M | -24.0% | -12.1% | -11.9% | -23.2% |
| 6M | -18.6% | +25.4% | -44.0% | -20.7% |
| YTD | -17.7% | +126.9% | -144.5% | -26.0% |
| 1Y | -20.0% | +182.0% | -202.0% | -30.0% |
| 3Y | -20.2% | +816.8% | -837.0% | -40.4% |
| 5Y | +8.4% | +464.0% | -455.6% | -19.1% |
| All | -20.1% | +540.6% | -560.7% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling