-24.1%
RKT vs PCG
+47.6%
-71.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.0% | -4.1% | -4.7% |
| 7D | -7.5% | -2.0% | -5.5% | -6.9% |
| 30D | +26.6% | -2.7% | +29.3% | +27.6% |
| 3M | -2.4% | -25.1% | +22.6% | +5.8% |
| 6M | -7.4% | -22.3% | +14.9% | -1.0% |
| YTD | -29.2% | -18.5% | -10.7% | -25.7% |
| 1Y | -23.5% | -21.8% | -1.7% | -18.6% |
| 3Y | +73.9% | -21.0% | +95.0% | +82.1% |
| 5Y | -6.6% | +8.1% | -14.7% | -11.3% |
| All | -24.1% | +47.6% | -71.7% | -33.0% |
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