-75.3%
PCG vs IAG
+401.0%
-476.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -4.5% |
| 7D | +6.5% | +1.7% | +4.8% | +6.3% |
| 30D | -16.7% | +11.4% | -28.2% | -17.7% |
| 3M | -14.2% | +33.0% | -47.2% | -16.9% |
| 6M | -21.5% | -6.0% | -15.5% | -21.7% |
| YTD | -11.2% | +24.6% | -35.7% | -14.5% |
| 1Y | -4.2% | +105.0% | -109.2% | -12.8% |
| 3Y | -14.9% | +837.9% | -852.8% | -36.2% |
| 5Y | +54.2% | +817.0% | -762.7% | +10.6% |
| 10Y | -75.3% | +425.3% | -500.6% | -83.0% |
| All | -75.3% | +401.0% | -476.3% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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