-10.5%
PCG vs IBN
+32.1%
-42.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.2% | +2.6% |
| 7D | -13.9% | +1.4% | -15.3% | -14.1% |
| 30D | -16.9% | -0.3% | -16.5% | -16.9% |
| 3M | -14.7% | +17.1% | -31.8% | -17.3% |
| 6M | -23.8% | +3.4% | -27.2% | -24.6% |
| YTD | -10.5% | +2.5% | -13.0% | -11.4% |
| 1Y | -5.1% | -4.2% | -1.0% | -5.1% |
| All | -10.5% | +32.1% | -42.6% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling