-18.3%
PCG vs IAG
+663.0%
-681.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +2.1% |
| 7D | +2.2% | -7.7% | +9.8% | +2.6% |
| 30D | +0.8% | +1.6% | -0.8% | +0.5% |
| 3M | -23.8% | -2.4% | -21.4% | -23.8% |
| 6M | -19.6% | -7.8% | -11.8% | -19.6% |
| YTD | -16.7% | +5.0% | -21.8% | -18.0% |
| 1Y | -19.4% | +25.7% | -45.1% | -21.7% |
| 3Y | -18.3% | +694.5% | -712.8% | -32.6% |
| All | -18.3% | +663.0% | -681.3% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling