-48.4%
RBLX vs PCG
+55.2%
-103.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.6% |
| 7D | +8.0% | +6.5% | +1.6% | +6.0% |
| 30D | +20.2% | -16.7% | +36.9% | +25.1% |
| 3M | +3.5% | -14.2% | +17.7% | +6.7% |
| 6M | -28.9% | -21.5% | -7.5% | -24.6% |
| YTD | -45.1% | -11.2% | -33.9% | -44.9% |
| 1Y | -66.2% | -4.2% | -62.0% | -67.5% |
| 3Y | +53.5% | -14.9% | +68.3% | +48.2% |
| 5Y | -48.4% | +54.2% | -102.7% | -65.0% |
| All | -48.4% | +55.2% | -103.7% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling