+3,981.9%
PG vs RRC
+1,198.8%
+2,783.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -0.4% | -1.2% | +0.8% | -0.4% |
| 30D | -0.1% | +9.4% | -9.6% | -0.4% |
| 3M | +1.1% | +7.4% | -6.3% | +0.8% |
| 6M | -3.8% | +1.5% | -5.3% | -4.0% |
| YTD | +3.8% | +19.4% | -15.6% | +3.1% |
| 1Y | -5.8% | +24.2% | -30.0% | -6.6% |
| 3Y | +3.0% | +32.8% | -29.8% | +1.4% |
| 5Y | +14.5% | +152.9% | -138.4% | +9.1% |
| 10Y | +117.8% | +3.9% | +113.9% | +104.0% |
| All | +3,981.9% | +1,198.8% | +2,783.1% | +3,590.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling