+7.6%
PCG vs ROIV
+270.3%
-262.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.2% | -8.1% | -2.4% |
| 7D | -1.6% | +5.3% | -6.9% | -2.0% |
| 30D | +1.4% | +11.9% | -10.5% | +0.5% |
| 3M | -23.4% | +10.7% | -34.1% | -24.0% |
| 6M | -19.4% | +34.9% | -54.3% | -21.3% |
| YTD | -18.5% | +79.2% | -97.7% | -22.2% |
| 1Y | -19.5% | +89.0% | -108.5% | -23.5% |
| 3Y | -21.0% | +337.3% | -358.3% | -29.3% |
| 5Y | +13.7% | +402.3% | -388.6% | -4.0% |
| All | +7.6% | +270.3% | -262.7% | -7.9% |
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 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