-18.3%
PCG vs IBN
+57.3%
-75.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +2.2% | +1.9% | +0.3% | +1.9% |
| 30D | +0.8% | +22.1% | -21.3% | -2.3% |
| 3M | -23.8% | +17.1% | -40.9% | -25.8% |
| 6M | -19.6% | +35.5% | -55.2% | -23.9% |
| YTD | -16.7% | +16.8% | -33.5% | -19.3% |
| 1Y | -19.4% | +12.4% | -31.8% | -21.3% |
| 3Y | -18.3% | +58.0% | -76.3% | -23.2% |
| All | -18.3% | +57.3% | -75.6% | -23.2% |
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