+9.7%
PCG vs ROIV
+248.8%
-239.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -1.0% |
| 7D | 0.0% | -2.4% | +2.4% | +0.2% |
| 30D | +5.8% | +3.1% | +2.8% | +5.5% |
| 3M | -22.8% | +5.8% | -28.6% | -23.1% |
| 6M | -18.4% | +29.3% | -47.7% | -20.0% |
| YTD | -16.9% | +68.8% | -85.6% | -20.3% |
| 1Y | -17.6% | +81.0% | -98.6% | -21.5% |
| 3Y | -20.0% | +294.6% | -314.6% | -27.9% |
| 5Y | +16.0% | +373.1% | -357.1% | -1.6% |
| All | +9.7% | +248.8% | -239.1% | -5.7% |
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