+54.5%
PCG vs ROP
-13.6%
+68.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.6% | +6.0% | +3.5% |
| 7D | -13.9% | -4.4% | -9.4% | -12.7% |
| 30D | -16.9% | +3.2% | -20.1% | -17.8% |
| 3M | -14.7% | +23.1% | -37.8% | -20.7% |
| 6M | -23.8% | +13.3% | -37.1% | -27.3% |
| YTD | -10.5% | -7.9% | -2.6% | -7.2% |
| 1Y | -5.1% | -22.1% | +16.9% | +5.9% |
| 3Y | -11.6% | -16.8% | +5.2% | -6.2% |
| All | +54.5% | -13.6% | +68.0% | +51.2% |
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 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