+58.6%
IBIT vs PCG
-26.1%
+84.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | -6.8% | -2.2% | -4.6% | -6.5% |
| 30D | -9.9% | -0.5% | -9.4% | -9.8% |
| 3M | +17.5% | -24.0% | +41.5% | +21.9% |
| 6M | -9.1% | -18.6% | +9.5% | -7.4% |
| YTD | -14.9% | -17.7% | +2.7% | -13.6% |
| 1Y | -27.6% | -20.0% | -7.6% | -25.8% |
| All | +58.6% | -26.1% | +84.8% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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