-76.0%
PCG vs ROK
+347.6%
-423.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.0% |
| 7D | -13.9% | +0.7% | -14.5% | -14.0% |
| 30D | -16.9% | -3.3% | -13.5% | -15.8% |
| 3M | -14.7% | -5.9% | -8.9% | -13.5% |
| 6M | -23.8% | +13.9% | -37.7% | -28.6% |
| YTD | -10.5% | +12.6% | -23.1% | -16.2% |
| 1Y | -5.1% | +28.6% | -33.7% | -16.1% |
| 3Y | -11.6% | +45.1% | -56.7% | -28.7% |
| 5Y | +59.0% | +45.6% | +13.4% | +23.4% |
| All | -76.0% | +347.6% | -423.6% | -87.8% |
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