-28.2%
RBLX vs PCG
+18.5%
-46.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.6% |
| 7D | +1.2% | +2.2% | -0.9% | +0.5% |
| 30D | +5.0% | +0.8% | +4.2% | +4.7% |
| 3M | +31.5% | -23.8% | +55.3% | +40.9% |
| 6M | +18.9% | -19.6% | +38.6% | +24.5% |
| YTD | -38.4% | -16.7% | -21.7% | -37.1% |
| 1Y | -50.7% | -19.4% | -31.3% | -49.0% |
| 3Y | +28.8% | -18.3% | +47.1% | +26.2% |
| 5Y | -53.6% | +10.4% | -64.0% | -62.5% |
| All | -28.2% | +18.5% | -46.7% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling