-22.2%
RKT vs PCG
+62.0%
-84.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.6% | -1.9% |
| 7D | +2.1% | -13.9% | +16.0% | +6.2% |
| 30D | +1.4% | -16.9% | +18.3% | +6.6% |
| 3M | +6.3% | -14.7% | +21.0% | +10.6% |
| 6M | -15.5% | -23.8% | +8.4% | -8.5% |
| YTD | -27.4% | -10.5% | -16.9% | -25.9% |
| 1Y | -26.6% | -5.1% | -21.5% | -26.9% |
| 3Y | +41.2% | -11.6% | +52.8% | +43.0% |
| 5Y | -6.4% | +59.0% | -65.4% | -15.0% |
| All | -22.2% | +62.0% | -84.2% | -33.2% |
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