-21.0%
PCG vs ROK
+49.7%
-70.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.8% |
| 7D | -1.6% | -13.8% | +12.2% | +0.3% |
| 30D | +1.4% | -14.9% | +16.4% | +3.5% |
| 3M | -23.4% | -14.7% | -8.7% | -21.9% |
| 6M | -19.4% | -17.7% | -1.7% | -17.6% |
| YTD | -18.5% | -2.5% | -16.0% | -19.5% |
| 1Y | -19.5% | +2.3% | -21.8% | -21.4% |
| 3Y | -21.0% | +52.7% | -73.7% | -37.3% |
| All | -21.0% | +49.7% | -70.7% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling