-75.9%
PCG vs IFF
-19.8%
-56.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +0.5% | -2.8% | +3.3% | +1.6% |
| 30D | -18.9% | -1.1% | -17.8% | -18.5% |
| 3M | -15.8% | +13.8% | -29.7% | -20.2% |
| 6M | -22.6% | +16.7% | -39.2% | -28.2% |
| YTD | -12.2% | +26.1% | -38.3% | -21.2% |
| 1Y | -7.1% | +33.5% | -40.6% | -18.7% |
| 3Y | -15.8% | +31.6% | -47.4% | -28.6% |
| 5Y | +53.3% | -34.9% | +88.2% | +71.7% |
| All | -75.9% | -19.8% | -56.1% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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