+105.7%
PCG vs IFF
+856.0%
-750.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.6% | +2.5% |
| 7D | -13.9% | -1.8% | -12.0% | -13.3% |
| 30D | -16.9% | -2.0% | -14.9% | -16.4% |
| 3M | -14.7% | +18.5% | -33.3% | -19.1% |
| 6M | -23.8% | +11.7% | -35.5% | -27.1% |
| YTD | -10.5% | +29.6% | -40.1% | -18.0% |
| 1Y | -5.1% | +35.0% | -40.1% | -14.3% |
| 3Y | -11.6% | +32.3% | -43.9% | -21.1% |
| 5Y | +59.0% | -34.6% | +93.6% | +69.2% |
| 10Y | -75.7% | -20.6% | -55.1% | -75.9% |
| All | +105.7% | +856.0% | -750.3% | +7.6% |
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