+54.2%
PCG vs IFF
-35.9%
+90.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.7% | -3.9% |
| 7D | +6.5% | -3.0% | +9.5% | +7.2% |
| 30D | -16.7% | -0.9% | -15.8% | -16.5% |
| 3M | -14.2% | +11.8% | -26.0% | -16.4% |
| 6M | -21.5% | +16.5% | -38.0% | -24.8% |
| YTD | -11.2% | +26.5% | -37.7% | -16.6% |
| 1Y | -4.2% | +32.7% | -36.9% | -11.1% |
| 3Y | -14.9% | +32.0% | -46.9% | -22.2% |
| 5Y | +54.2% | -36.1% | +90.3% | +68.3% |
| All | +54.2% | -35.9% | +90.1% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling