-19.2%
PCG vs RVTY
+90.0%
-109.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | -2.2% | -0.7% | -1.5% | -2.2% |
| 30D | -0.5% | +1.7% | -2.2% | -0.8% |
| 3M | -24.0% | +36.8% | -60.8% | -27.2% |
| 6M | -18.6% | +60.1% | -78.7% | -24.2% |
| YTD | -17.7% | +64.0% | -81.6% | -24.1% |
| 1Y | -20.0% | +68.2% | -88.2% | -26.8% |
| All | -19.2% | +90.0% | -109.2% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 3y: compounded portfolio wealth divided by compounded RVTY 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…
3y analysis · Full analysis span regression · 6 months rolling