-19.9%
PCG vs RVMD
+609.5%
-629.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | +0.9% |
| 7D | -1.1% | +6.4% | -7.4% | -1.7% |
| 30D | +0.1% | +5.5% | -5.4% | -0.6% |
| 3M | -24.4% | -2.4% | -22.0% | -24.4% |
| 6M | -17.7% | +41.1% | -58.8% | -20.6% |
| YTD | -17.4% | +151.3% | -168.7% | -26.5% |
| 1Y | -19.4% | +228.1% | -247.4% | -30.5% |
| 3Y | -18.6% | +899.8% | -918.3% | -39.6% |
| 5Y | +10.2% | +514.0% | -503.7% | -18.2% |
| All | -19.9% | +609.5% | -629.4% | -48.1% |
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