+14.8%
PCG vs ROP
+29,884.4%
-29,869.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -1.4% |
| 7D | -1.6% | +2.1% | -3.7% | -2.0% |
| 30D | +1.4% | +32.9% | -31.5% | -4.1% |
| 3M | -23.4% | +20.0% | -43.4% | -26.2% |
| 6M | -19.4% | +36.4% | -55.8% | -24.6% |
| YTD | -18.5% | +7.8% | -26.3% | -20.5% |
| 1Y | -19.5% | +8.0% | -27.5% | -21.6% |
| 3Y | -21.0% | -3.5% | -17.5% | -21.5% |
| 5Y | +13.7% | +1.5% | +12.3% | +11.6% |
| 10Y | -77.2% | +198.5% | -275.6% | -81.1% |
| All | +14.8% | +29,884.4% | -29,869.6% | -31.5% |
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 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