-16.0%
PCG vs ROIV
+97.8%
-113.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.2% | +0.3% |
| 7D | +1.9% | +3.0% | -1.1% | +1.6% |
| 30D | +8.5% | +6.8% | +1.7% | +7.8% |
| 3M | -22.9% | +10.5% | -33.4% | -23.3% |
| 6M | -16.8% | +34.8% | -51.6% | -17.1% |
| YTD | -15.8% | +76.2% | -92.0% | -16.2% |
| 1Y | -16.0% | +92.4% | -108.4% | -17.9% |
| All | -16.0% | +97.8% | -113.8% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling