-56.0%
PCG vs IBKR
+1,343.5%
-1,399.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +4.0% |
| 7D | +5.4% | +0.6% | +4.8% | +5.3% |
| 30D | -15.1% | +3.7% | -18.8% | -16.0% |
| 3M | -9.8% | +4.2% | -14.0% | -11.2% |
| 6M | -18.0% | +36.6% | -54.7% | -23.9% |
| YTD | -7.2% | +41.9% | -49.1% | -14.9% |
| 1Y | +2.9% | +49.5% | -46.6% | -7.1% |
| 3Y | -11.1% | +291.3% | -302.4% | -35.8% |
| 5Y | +61.8% | +492.7% | -430.9% | +5.1% |
| 10Y | -75.2% | +994.0% | -1,069.1% | -85.9% |
| All | -56.0% | +1,343.5% | -1,399.5% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling