-20.7%
PCG vs ROST
+44.0%
-64.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.7% |
| 7D | -1.6% | +1.2% | -2.8% | -1.7% |
| 30D | +1.4% | +2.5% | -1.1% | +1.2% |
| 3M | -23.4% | -9.0% | -14.4% | -22.4% |
| 6M | -19.4% | +1.3% | -20.7% | -19.6% |
| YTD | -18.5% | +29.1% | -47.5% | -17.8% |
| All | -20.7% | +44.0% | -64.7% | -19.2% |
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 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