-76.7%
PCG vs ROK
+277.6%
-354.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | 0.0% |
| 7D | -1.1% | -11.5% | +10.5% | +2.9% |
| 30D | +0.1% | -10.0% | +10.1% | +3.4% |
| 3M | -24.4% | -11.4% | -13.0% | -21.6% |
| 6M | -17.7% | -13.7% | -4.0% | -14.5% |
| YTD | -17.4% | +1.0% | -18.5% | -20.2% |
| 1Y | -19.4% | +5.6% | -25.0% | -23.7% |
| 3Y | -18.6% | +59.1% | -77.7% | -38.2% |
| 5Y | +10.2% | +26.1% | -15.9% | -10.0% |
| 10Y | -76.7% | +266.4% | -343.1% | -86.4% |
| All | -76.7% | +277.6% | -354.3% | -86.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling