+1.7%
RKT vs PCG
+13.7%
-12.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.4% |
| 7D | +17.7% | -1.6% | +19.2% | +18.5% |
| 30D | +31.6% | +1.4% | +30.2% | +30.6% |
| 3M | +13.9% | -23.4% | +37.3% | +25.1% |
| 6M | +2.8% | -19.4% | +22.2% | +9.8% |
| YTD | -22.2% | -18.5% | -3.7% | -17.6% |
| 1Y | -3.5% | -19.5% | +16.0% | +2.7% |
| 3Y | +95.3% | -21.0% | +116.3% | +104.2% |
| All | +1.7% | +13.7% | -12.1% | -12.5% |
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