+26.0%
PCG vs ROP
+25,523.2%
-25,497.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.6% | +6.0% | +3.1% |
| 7D | -13.9% | -4.4% | -9.4% | -13.1% |
| 30D | -16.9% | +3.2% | -20.1% | -17.4% |
| 3M | -14.7% | +23.1% | -37.8% | -18.3% |
| 6M | -23.8% | +13.3% | -37.1% | -26.1% |
| YTD | -10.5% | -7.9% | -2.6% | -9.9% |
| 1Y | -5.1% | -22.1% | +16.9% | -1.3% |
| 3Y | -11.6% | -16.8% | +5.2% | -9.5% |
| 5Y | +59.0% | -13.5% | +72.5% | +61.2% |
| 10Y | -75.7% | +137.7% | -213.4% | -79.0% |
| All | +26.0% | +25,523.2% | -25,497.2% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling