+8.4%
PCG vs ROL
+14.4%
-6.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.2% | +0.8% | -3.0% | -2.4% |
| 30D | -0.5% | +20.6% | -21.0% | -5.5% |
| 3M | -24.0% | +4.5% | -28.4% | -24.9% |
| 6M | -18.6% | -26.5% | +7.9% | -11.6% |
| YTD | -17.7% | -34.8% | +17.2% | -8.0% |
| 1Y | -20.0% | -33.2% | +13.2% | -11.4% |
| 3Y | -20.2% | +4.5% | -24.7% | -23.7% |
| 5Y | +8.4% | +15.5% | -7.2% | -0.3% |
| All | +8.4% | +14.4% | -6.1% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling