+89.2%
PCG vs IFF
+819.4%
-730.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -2.2% | -5.7% | +3.5% | -0.6% |
| 30D | -0.5% | -2.7% | +2.3% | +0.1% |
| 3M | -24.0% | -2.3% | -21.7% | -23.6% |
| 6M | -18.6% | +6.0% | -24.6% | -20.5% |
| YTD | -17.7% | +24.6% | -42.3% | -23.9% |
| 1Y | -20.0% | +29.4% | -49.4% | -27.0% |
| 3Y | -20.2% | +23.1% | -43.4% | -27.4% |
| 5Y | +8.4% | -37.2% | +45.5% | +16.7% |
| 10Y | -76.4% | -10.8% | -65.6% | -77.2% |
| All | +89.2% | +819.4% | -730.2% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling