-76.0%
PCG vs ROL
+213.5%
-289.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | -13.9% | -1.4% | -12.4% | -13.3% |
| 30D | -16.9% | -4.1% | -12.8% | -15.6% |
| 3M | -14.7% | -22.5% | +7.8% | -7.0% |
| 6M | -23.8% | -37.7% | +13.8% | -10.5% |
| YTD | -10.5% | -39.6% | +29.1% | +5.7% |
| 1Y | -5.1% | -36.0% | +30.9% | +9.4% |
| 3Y | -11.6% | -5.1% | -6.5% | -13.2% |
| 5Y | +59.0% | -3.4% | +62.4% | +51.2% |
| All | -76.0% | +213.5% | -289.5% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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