-37.7%
RBLX vs PCG
+27.4%
-65.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.6% |
| 7D | +12.4% | -13.9% | +26.3% | +16.1% |
| 30D | +19.7% | -16.9% | +36.5% | +24.9% |
| 3M | -0.1% | -14.7% | +14.6% | +3.3% |
| 6M | -35.7% | -23.8% | -11.9% | -30.8% |
| YTD | -46.6% | -10.5% | -36.1% | -46.5% |
| 1Y | -66.6% | -5.1% | -61.5% | -67.7% |
| 3Y | +52.3% | -11.6% | +63.9% | +44.8% |
| 5Y | -47.7% | +59.0% | -106.7% | -63.1% |
| All | -37.7% | +27.4% | -65.1% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling