+87.8%
PCG vs IBB
+560.8%
-473.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.8% |
| 7D | -13.9% | +1.4% | -15.3% | -14.3% |
| 30D | -16.9% | +10.5% | -27.4% | -20.0% |
| 3M | -14.7% | +23.6% | -38.4% | -21.4% |
| 6M | -23.8% | +22.6% | -46.4% | -29.7% |
| YTD | -10.5% | +25.7% | -36.2% | -18.3% |
| 1Y | -5.1% | +51.4% | -56.5% | -19.2% |
| 3Y | -11.6% | +64.4% | -76.0% | -27.7% |
| 5Y | +59.0% | +22.1% | +36.9% | +43.2% |
| 10Y | -75.7% | +132.5% | -208.2% | -82.7% |
| All | +87.8% | +560.8% | -473.0% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling