+11.6%
PG vs RRC
+146.6%
-135.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -2.7% | -1.2% | -1.5% | -2.7% |
| 30D | -1.5% | +3.0% | -4.5% | -1.6% |
| 3M | -3.4% | +7.3% | -10.6% | -3.4% |
| 6M | -7.0% | +3.6% | -10.5% | -7.0% |
| YTD | +2.0% | +19.4% | -17.4% | +1.8% |
| 1Y | -6.5% | +21.4% | -27.9% | -6.7% |
| 3Y | +1.2% | +32.8% | -31.6% | +0.7% |
| All | +11.6% | +146.6% | -135.0% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 5y: compounded portfolio wealth divided by compounded RRC 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…
5y analysis · Full analysis span regression · 6 months rolling