-76.0%
PCG vs ROP
+140.4%
-216.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.6% | +6.0% | +4.1% |
| 7D | -13.9% | -4.4% | -9.4% | -12.0% |
| 30D | -16.9% | +3.2% | -20.1% | -18.3% |
| 3M | -14.7% | +23.1% | -37.8% | -23.7% |
| 6M | -23.8% | +13.3% | -37.1% | -29.5% |
| YTD | -10.5% | -7.9% | -2.6% | -8.3% |
| 1Y | -5.1% | -22.1% | +16.9% | +6.4% |
| 3Y | -11.6% | -16.8% | +5.2% | -6.4% |
| 5Y | +59.0% | -13.5% | +72.5% | +61.8% |
| All | -76.0% | +140.4% | -216.4% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling