+87.3%
PCG vs ROST
+70,444.3%
-70,356.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.7% |
| 7D | -1.6% | +1.2% | -2.8% | -1.8% |
| 30D | +1.4% | +2.5% | -1.1% | +1.0% |
| 3M | -23.4% | -9.0% | -14.4% | -22.5% |
| 6M | -19.4% | +1.3% | -20.7% | -19.7% |
| YTD | -18.5% | +29.1% | -47.5% | -21.6% |
| 1Y | -19.5% | +45.4% | -65.0% | -24.0% |
| 3Y | -21.0% | +94.9% | -115.8% | -28.7% |
| 5Y | +13.7% | +104.0% | -90.2% | +0.8% |
| 10Y | -77.2% | +314.8% | -392.0% | -81.4% |
| All | +87.3% | +70,444.3% | -70,356.9% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling