+9.0%
PCG vs IAG
+377.5%
-368.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.6% |
| 7D | -13.9% | -0.5% | -13.3% | -13.9% |
| 30D | -16.9% | +28.9% | -45.7% | -18.4% |
| 3M | -14.7% | +19.1% | -33.9% | -16.1% |
| 6M | -23.8% | -10.3% | -13.6% | -23.8% |
| YTD | -10.5% | +24.2% | -34.7% | -12.9% |
| 1Y | -5.1% | +116.5% | -121.6% | -11.5% |
| 3Y | -11.6% | +742.8% | -754.4% | -26.8% |
| 5Y | +59.0% | +753.3% | -694.3% | +28.2% |
| 10Y | -75.7% | +403.2% | -478.9% | -80.6% |
| All | +9.0% | +377.5% | -368.5% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling