-16.0%
PCG vs ROST
+54.7%
-70.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.3% | +0.1% |
| 7D | +1.9% | +7.8% | -5.9% | +1.0% |
| 30D | +8.5% | +8.6% | -0.1% | +7.5% |
| 3M | -22.9% | -1.9% | -21.0% | -22.6% |
| 6M | -16.8% | +9.1% | -25.9% | -17.7% |
| YTD | -15.8% | +37.2% | -53.0% | -15.6% |
| 1Y | -16.0% | +52.7% | -68.7% | -15.0% |
| All | -16.0% | +54.7% | -70.7% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling