+18.1%
PCG vs ROIV
+232.7%
-214.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.3% |
| 7D | -13.9% | +0.6% | -14.5% | -13.9% |
| 30D | -16.9% | +1.0% | -17.8% | -16.9% |
| 3M | -14.7% | +18.3% | -33.0% | -15.7% |
| 6M | -23.8% | +18.3% | -42.1% | -24.8% |
| YTD | -10.5% | +61.0% | -71.5% | -13.8% |
| 1Y | -5.1% | +177.9% | -183.0% | -12.2% |
| 3Y | -11.6% | +199.1% | -210.7% | -19.2% |
| 5Y | +59.0% | +250.7% | -191.7% | +36.2% |
| All | +18.1% | +232.7% | -214.6% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling