-75.2%
PCG vs ROST
+303.5%
-378.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | +5.4% | +0.2% | +5.2% | +5.3% |
| 30D | -15.1% | -10.0% | -5.1% | -12.0% |
| 3M | -9.8% | +1.2% | -11.0% | -10.5% |
| 6M | -18.0% | +8.9% | -27.0% | -21.0% |
| YTD | -7.2% | +28.1% | -35.3% | -15.9% |
| 1Y | +2.9% | +53.0% | -50.1% | -12.9% |
| 3Y | -11.1% | +97.9% | -108.9% | -32.8% |
| 5Y | +61.8% | +112.0% | -50.2% | +14.7% |
| 10Y | -75.2% | +303.0% | -378.1% | -85.2% |
| All | -75.2% | +303.5% | -378.6% | -85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling