-21.0%
PCG vs ROL
+3.8%
-24.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.5% |
| 7D | -1.6% | +9.5% | -11.1% | -3.6% |
| 30D | +1.4% | +22.9% | -21.5% | -3.5% |
| 3M | -23.4% | +3.5% | -26.9% | -23.9% |
| 6M | -19.4% | -29.4% | +10.0% | -12.2% |
| YTD | -18.5% | -36.1% | +17.6% | -9.7% |
| 1Y | -19.5% | -34.4% | +14.8% | -11.7% |
| 3Y | -21.0% | +4.0% | -25.0% | -29.7% |
| All | -21.0% | +3.8% | -24.8% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling