+91.4%
PCG vs IFF
+802.8%
-711.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.9% |
| 7D | +2.2% | -1.8% | +3.9% | +2.7% |
| 30D | +0.8% | -9.4% | +10.2% | +3.4% |
| 3M | -23.8% | -3.0% | -20.8% | -23.3% |
| 6M | -19.6% | +5.8% | -25.4% | -21.5% |
| YTD | -16.7% | +22.4% | -39.1% | -22.7% |
| 1Y | -19.4% | +23.0% | -42.4% | -25.3% |
| 3Y | -18.3% | +21.8% | -40.1% | -25.4% |
| 5Y | +10.4% | -39.2% | +49.7% | +20.0% |
| 10Y | -76.1% | -12.4% | -63.7% | -76.8% |
| All | +91.4% | +802.8% | -711.4% | +1.5% |
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