+2.9%
PCG vs IBN
-6.3%
+9.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.2% | +3.8% |
| 7D | +5.4% | -2.2% | +7.6% | +5.5% |
| 30D | -15.1% | -2.3% | -12.8% | -15.0% |
| 3M | -9.8% | +15.9% | -25.7% | -12.2% |
| 6M | -18.0% | +5.6% | -23.6% | -19.6% |
| YTD | -7.2% | -0.1% | -7.2% | -8.8% |
| 1Y | +2.9% | -6.5% | +9.4% | +2.1% |
| All | +2.9% | -6.3% | +9.2% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling