-11.1%
PCG vs IFF
+33.6%
-44.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.5% | +3.8% |
| 7D | +5.4% | -0.2% | +5.6% | +5.4% |
| 30D | -15.1% | -0.3% | -14.8% | -15.0% |
| 3M | -9.8% | +18.6% | -28.4% | -13.3% |
| 6M | -18.0% | +17.4% | -35.4% | -21.6% |
| YTD | -7.2% | +28.5% | -35.7% | -13.3% |
| 1Y | +2.9% | +32.5% | -29.7% | -4.8% |
| 3Y | -11.1% | +34.1% | -45.1% | -21.8% |
| All | -11.1% | +33.6% | -44.7% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling