+54.5%
RBLX vs PCG
-10.8%
+65.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +3.4% |
| 7D | +10.2% | +5.4% | +4.8% | +10.1% |
| 30D | +18.6% | -15.1% | +33.7% | +19.2% |
| 3M | +6.0% | -9.8% | +15.8% | +6.2% |
| 6M | -29.5% | -18.0% | -11.4% | -28.7% |
| YTD | -44.7% | -7.2% | -37.4% | -44.8% |
| 1Y | -65.1% | +2.9% | -68.0% | -65.8% |
| 3Y | +54.5% | -11.1% | +65.6% | +47.5% |
| All | +54.5% | -10.8% | +65.3% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling