-16.9%
PCG vs IBKR
+291.8%
-308.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -1.8% |
| 7D | -3.5% | -1.3% | -2.1% | -3.4% |
| 30D | -20.6% | -0.2% | -20.4% | -20.8% |
| 3M | -17.6% | +3.0% | -20.5% | -18.2% |
| 6M | -23.5% | +33.9% | -57.3% | -26.9% |
| YTD | -13.6% | +42.5% | -56.1% | -18.7% |
| 1Y | -11.3% | +44.9% | -56.2% | -17.1% |
| 3Y | -16.9% | +293.0% | -309.9% | -28.5% |
| All | -16.9% | +291.8% | -308.8% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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