-77.6%
PCG vs ROP
+195.2%
-272.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -0.6% |
| 7D | -1.6% | +2.1% | -3.7% | -2.6% |
| 30D | +1.4% | +32.9% | -31.5% | -11.5% |
| 3M | -23.4% | +20.0% | -43.4% | -30.1% |
| 6M | -19.4% | +36.4% | -55.8% | -31.8% |
| YTD | -18.5% | +7.8% | -26.3% | -22.8% |
| 1Y | -19.5% | +8.0% | -27.5% | -23.9% |
| 3Y | -21.0% | -3.5% | -17.5% | -22.2% |
| 5Y | +13.7% | +1.5% | +12.3% | +7.0% |
| All | -77.6% | +195.2% | -272.9% | -84.5% |
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