+28.8%
RBLX vs PCG
-19.3%
+48.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.0% |
| 7D | +1.2% | +2.2% | -0.9% | +1.2% |
| 30D | +5.0% | +0.8% | +4.2% | +5.0% |
| 3M | +31.5% | -23.8% | +55.3% | +32.0% |
| 6M | +18.9% | -19.6% | +38.6% | +19.2% |
| YTD | -38.4% | -16.7% | -21.7% | -38.6% |
| 1Y | -50.7% | -19.4% | -31.3% | -50.5% |
| 3Y | +28.8% | -18.3% | +47.1% | +25.7% |
| All | +28.8% | -19.3% | +48.1% | +25.7% |
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