+14.1%
PCG vs ROP
+1.1%
+13.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -1.2% |
| 7D | -1.6% | +2.1% | -3.7% | -2.2% |
| 30D | +1.4% | +32.9% | -31.5% | -6.5% |
| 3M | -23.4% | +20.0% | -43.4% | -27.4% |
| 6M | -19.4% | +36.4% | -55.8% | -27.0% |
| YTD | -18.5% | +7.8% | -26.3% | -19.2% |
| 1Y | -19.5% | +8.0% | -27.5% | -20.3% |
| 3Y | -21.0% | -3.5% | -17.5% | -19.4% |
| All | +14.1% | +1.1% | +13.0% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling