-16.7%
RKT vs PCG
+47.6%
-64.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.2% |
| 7D | +17.7% | -1.6% | +19.2% | +18.3% |
| 30D | +31.6% | +1.4% | +30.2% | +30.9% |
| 3M | +13.9% | -23.4% | +37.3% | +22.6% |
| 6M | +2.8% | -19.4% | +22.2% | +8.4% |
| YTD | -22.2% | -18.5% | -3.7% | -18.4% |
| 1Y | -3.5% | -19.5% | +16.0% | +1.6% |
| 3Y | +95.3% | -21.0% | +116.3% | +104.5% |
| 5Y | -0.4% | +13.7% | -14.1% | -5.6% |
| All | -16.7% | +47.6% | -64.2% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling