-16.0%
PCG vs ROP
+10.4%
-26.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +1.1% |
| 7D | +1.9% | +11.7% | -9.8% | +2.8% |
| 30D | +8.5% | +35.5% | -27.0% | +11.3% |
| 3M | -22.9% | +25.6% | -48.5% | -21.4% |
| 6M | -16.8% | +39.3% | -56.0% | -13.9% |
| YTD | -15.8% | +11.6% | -27.4% | -12.3% |
| 1Y | -16.0% | +10.6% | -26.6% | -12.6% |
| All | -16.0% | +10.4% | -26.4% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling