-13.2%
PCG vs RVMD
+644.5%
-657.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -13.9% | +1.0% | -14.9% | -13.9% |
| 30D | -16.9% | +6.4% | -23.3% | -17.3% |
| 3M | -14.7% | +34.9% | -49.6% | -17.2% |
| 6M | -23.8% | +107.6% | -131.4% | -29.8% |
| YTD | -10.5% | +163.7% | -174.2% | -20.5% |
| 1Y | -5.1% | +439.2% | -444.3% | -22.9% |
| 3Y | -11.6% | +499.2% | -510.8% | -31.3% |
| 5Y | +59.0% | +621.7% | -562.7% | +15.1% |
| All | -13.2% | +644.5% | -657.7% | -43.9% |
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