+9.3%
PCG vs ROST
+109.2%
-99.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.8% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +0.8% | +0.5% | +0.3% | +0.5% |
| 3M | -23.8% | -5.2% | -18.6% | -22.9% |
| 6M | -19.6% | +9.8% | -29.5% | -22.2% |
| YTD | -16.7% | +29.4% | -46.1% | -23.3% |
| 1Y | -19.4% | +44.4% | -63.7% | -28.2% |
| 3Y | -18.3% | +95.0% | -113.3% | -34.4% |
| All | +9.3% | +109.2% | -99.9% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling