-5.4%
RKT vs PCG
+10.2%
-15.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.9% |
| 7D | -9.0% | +2.2% | -11.1% | -9.8% |
| 30D | +30.2% | +0.8% | +29.4% | +29.6% |
| 3M | -8.8% | -23.8% | +15.0% | +0.6% |
| 6M | -0.9% | -19.6% | +18.7% | +6.2% |
| YTD | -29.2% | -16.7% | -12.5% | -25.6% |
| 1Y | -20.1% | -19.4% | -0.7% | -14.8% |
| 3Y | +81.3% | -18.3% | +99.6% | +86.6% |
| All | -5.4% | +10.2% | -15.6% | -19.1% |
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