-76.7%
PCG vs IBN
+368.7%
-445.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.3% | +0.9% |
| 7D | -1.1% | +14.6% | -15.7% | -4.6% |
| 30D | +0.1% | +23.5% | -23.4% | -5.4% |
| 3M | -24.4% | +14.0% | -38.4% | -27.2% |
| 6M | -17.7% | +31.1% | -48.8% | -23.6% |
| YTD | -17.4% | +16.6% | -34.0% | -21.2% |
| 1Y | -19.4% | +14.9% | -34.3% | -22.8% |
| 3Y | -18.6% | +56.9% | -75.5% | -29.2% |
| 5Y | +10.2% | +69.7% | -59.5% | -7.1% |
| 10Y | -76.7% | +365.4% | -442.1% | -82.8% |
| All | -76.7% | +368.7% | -445.3% | -82.8% |
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