+87.3%
PCG vs ROK
+13,716.9%
-13,629.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.6% |
| 7D | -1.6% | -13.8% | +12.2% | +1.8% |
| 30D | +1.4% | -14.9% | +16.4% | +5.2% |
| 3M | -23.4% | -14.7% | -8.7% | -20.7% |
| 6M | -19.4% | -17.7% | -1.7% | -16.2% |
| YTD | -18.5% | -2.5% | -16.0% | -19.3% |
| 1Y | -19.5% | +2.3% | -21.8% | -21.4% |
| 3Y | -21.0% | +52.7% | -73.7% | -31.9% |
| 5Y | +13.7% | +20.5% | -6.8% | +2.3% |
| 10Y | -77.2% | +284.0% | -361.2% | -84.5% |
| All | +87.3% | +13,716.9% | -13,629.6% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling