-34.5%
RBLX vs PCG
+22.9%
-57.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.9% |
| 7D | +5.1% | -3.5% | +8.6% | +6.2% |
| 30D | +28.0% | -20.6% | +48.6% | +35.6% |
| 3M | +4.6% | -17.6% | +22.2% | +9.3% |
| 6M | -24.7% | -23.5% | -1.2% | -19.4% |
| YTD | -43.8% | -13.6% | -30.2% | -43.2% |
| 1Y | -65.8% | -11.3% | -54.4% | -66.0% |
| 3Y | +59.4% | -16.9% | +76.3% | +55.8% |
| 5Y | -48.2% | +50.8% | -99.0% | -62.8% |
| All | -34.5% | +22.9% | -57.5% | -44.9% |
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