-19.4%
PCG vs IBB
+75.6%
-95.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.0% | +3.8% | +0.3% |
| 7D | 0.0% | -3.6% | +3.6% | +1.1% |
| 30D | +5.8% | +3.4% | +2.4% | +4.6% |
| 3M | -22.8% | +9.5% | -32.3% | -25.3% |
| 6M | -18.4% | +23.3% | -41.7% | -24.3% |
| YTD | -16.9% | +24.5% | -41.4% | -23.5% |
| 1Y | -17.6% | +32.9% | -50.5% | -26.3% |
| All | -19.4% | +75.6% | -95.0% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling