+105.7%
PCG vs ROST
+70,186.2%
-70,080.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.9% | +2.5% |
| 7D | -13.9% | +0.9% | -14.8% | -14.0% |
| 30D | -16.9% | -8.9% | -8.0% | -15.8% |
| 3M | -14.7% | -0.8% | -13.9% | -14.7% |
| 6M | -23.8% | +8.5% | -32.3% | -24.8% |
| YTD | -10.5% | +28.6% | -39.1% | -13.8% |
| 1Y | -5.1% | +52.3% | -57.4% | -10.9% |
| 3Y | -11.6% | +94.8% | -106.4% | -20.2% |
| 5Y | +59.0% | +110.8% | -51.8% | +40.5% |
| 10Y | -75.7% | +304.5% | -380.3% | -80.2% |
| All | +105.7% | +70,186.2% | -70,080.5% | +24.9% |
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