+105.7%
PCG vs RVTY
+2,416.7%
-2,311.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -13.9% | +1.1% | -15.0% | -14.0% |
| 30D | -16.9% | +13.2% | -30.1% | -18.5% |
| 3M | -14.7% | +27.2% | -42.0% | -18.0% |
| 6M | -23.8% | +32.4% | -56.2% | -27.4% |
| YTD | -10.5% | +34.9% | -45.4% | -15.2% |
| 1Y | -5.1% | +52.4% | -57.5% | -11.9% |
| 3Y | -11.6% | +12.3% | -23.9% | -15.4% |
| 5Y | +59.0% | -30.8% | +89.8% | +61.8% |
| 10Y | -75.7% | +150.7% | -226.4% | -79.6% |
| All | +105.7% | +2,416.7% | -2,311.0% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling