-14.6%
PCG vs IJH
+50.0%
-64.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.7% |
| 7D | +6.5% | -0.7% | +7.2% | +6.9% |
| 30D | -16.7% | -3.8% | -12.9% | -15.1% |
| 3M | -14.2% | 0.0% | -14.2% | -14.2% |
| 6M | -21.5% | +8.8% | -30.2% | -24.9% |
| YTD | -11.2% | +13.5% | -24.7% | -17.0% |
| 1Y | -4.2% | +15.4% | -19.6% | -11.3% |
| All | -14.6% | +50.0% | -64.5% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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