+9.7%
PCG vs ROIV
+292.3%
-282.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -0.5% | +14.3% | -14.7% | -1.5% |
| 30D | +0.8% | +16.2% | -15.5% | -0.4% |
| 3M | -22.0% | +15.1% | -37.2% | -22.9% |
| 6M | -17.1% | +44.2% | -61.3% | -19.4% |
| YTD | -16.9% | +89.8% | -106.7% | -21.0% |
| 1Y | -19.1% | +94.6% | -113.6% | -23.3% |
| 3Y | -19.4% | +367.5% | -387.0% | -28.2% |
| 5Y | +9.0% | +421.4% | -412.4% | -8.3% |
| All | +9.7% | +292.3% | -282.6% | -6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling