-29.9%
RKLB vs PCG
-25.1%
-4.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | -2.0% | +17.4% | +15.5% |
| 7D | -3.0% | -1.6% | -1.4% | -2.9% |
| 30D | -26.2% | +1.4% | -27.6% | -26.3% |
| 3M | -29.9% | -23.4% | -6.5% | -28.9% |
| All | -29.9% | -25.1% | -4.8% | -28.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling