-0.8%
PCG vs IAG
+337.4%
-338.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.2% | -9.2% | -2.5% |
| 7D | -1.6% | +21.4% | -23.0% | -3.0% |
| 30D | +1.4% | +4.0% | -2.6% | +1.0% |
| 3M | -23.4% | +17.0% | -40.4% | -24.4% |
| 6M | -19.4% | +1.4% | -20.8% | -20.0% |
| YTD | -18.5% | +13.8% | -32.3% | -20.3% |
| 1Y | -19.5% | +55.8% | -75.4% | -23.2% |
| 3Y | -21.0% | +647.4% | -668.4% | -34.0% |
| 5Y | +13.7% | +519.1% | -505.4% | -6.3% |
| 10Y | -77.2% | +345.6% | -422.8% | -81.6% |
| All | -0.8% | +337.4% | -338.1% | -29.4% |
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