-75.2%
PCG vs ROK
+342.8%
-417.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +4.0% |
| 7D | +5.4% | +2.8% | +2.6% | +4.3% |
| 30D | -15.1% | -2.4% | -12.7% | -14.4% |
| 3M | -9.8% | -4.7% | -5.1% | -8.9% |
| 6M | -18.0% | +16.8% | -34.8% | -23.9% |
| YTD | -7.2% | +11.4% | -18.6% | -12.8% |
| 1Y | +2.9% | +26.2% | -23.3% | -8.3% |
| 3Y | -11.1% | +51.9% | -62.9% | -29.8% |
| 5Y | +61.8% | +46.4% | +15.4% | +25.0% |
| 10Y | -75.2% | +343.5% | -418.7% | -87.3% |
| All | -75.2% | +342.8% | -417.9% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ROK 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling