-75.2%
PCG vs IBN
+312.4%
-387.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.2% | +4.3% |
| 7D | +5.4% | -2.2% | +7.6% | +5.9% |
| 30D | -15.1% | -2.3% | -12.8% | -14.8% |
| 3M | -9.8% | +15.9% | -25.7% | -13.4% |
| 6M | -18.0% | +5.6% | -23.6% | -19.5% |
| YTD | -7.2% | -0.1% | -7.2% | -7.8% |
| 1Y | +2.9% | -6.5% | +9.4% | +3.9% |
| 3Y | -11.1% | +29.3% | -40.4% | -18.3% |
| 5Y | +61.8% | +56.6% | +5.2% | +39.8% |
| 10Y | -75.2% | +314.4% | -389.5% | -81.0% |
| All | -75.2% | +312.4% | -387.5% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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