-76.2%
PCG vs ROP
+185.1%
-261.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | -0.5% | +0.2% | -0.6% | -0.6% |
| 30D | +0.8% | +30.3% | -29.6% | -11.3% |
| 3M | -22.0% | +17.8% | -39.8% | -28.3% |
| 6M | -17.1% | +38.9% | -56.0% | -30.5% |
| YTD | -16.9% | +7.6% | -24.5% | -21.2% |
| 1Y | -19.1% | +6.5% | -25.6% | -22.9% |
| 3Y | -19.4% | -6.3% | -13.2% | -19.3% |
| 5Y | +9.0% | +0.9% | +8.1% | +2.8% |
| 10Y | -76.2% | +180.7% | -256.9% | -85.0% |
| All | -76.2% | +185.1% | -261.2% | -85.0% |
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