-76.7%
PCG vs IBB
+139.6%
-216.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | 0.0% |
| 7D | -1.1% | +2.7% | -3.8% | -2.4% |
| 30D | +0.1% | +6.3% | -6.3% | -3.1% |
| 3M | -24.4% | +11.1% | -35.5% | -28.6% |
| 6M | -17.7% | +29.2% | -46.9% | -28.0% |
| YTD | -17.4% | +30.2% | -47.6% | -28.5% |
| 1Y | -19.4% | +39.5% | -58.9% | -32.7% |
| 3Y | -18.6% | +92.3% | -110.9% | -43.5% |
| 5Y | +10.2% | +43.0% | -32.8% | -11.7% |
| 10Y | -76.7% | +137.1% | -213.8% | -85.4% |
| All | -76.7% | +139.6% | -216.3% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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