+576.0%
RKLB vs PCG
+17.5%
+558.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +1.2% |
| 7D | +5.3% | +5.4% | -0.1% | +3.2% |
| 30D | -20.5% | -15.1% | -5.4% | -16.6% |
| 3M | -42.0% | -9.8% | -32.2% | -41.2% |
| 6M | -6.0% | -18.0% | +12.0% | -0.7% |
| YTD | -5.6% | -7.2% | +1.7% | -6.3% |
| 1Y | +38.0% | +2.9% | +35.1% | +29.6% |
| 3Y | +962.4% | -11.1% | +973.5% | +979.4% |
| 5Y | +336.5% | +61.8% | +274.7% | +252.4% |
| All | +576.0% | +17.5% | +558.5% | +459.0% |
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 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