-6.5%
PCG vs IJH
+1,075.9%
-1,082.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -13.9% | +0.1% | -14.0% | -13.9% |
| 30D | -16.9% | -1.5% | -15.4% | -16.0% |
| 3M | -14.7% | +0.8% | -15.5% | -15.3% |
| 6M | -23.8% | +7.6% | -31.4% | -27.4% |
| YTD | -10.5% | +15.5% | -26.0% | -18.5% |
| 1Y | -5.1% | +16.9% | -22.0% | -14.4% |
| 3Y | -11.6% | +48.1% | -59.7% | -32.1% |
| 5Y | +59.0% | +47.8% | +11.2% | +21.0% |
| 10Y | -75.7% | +178.6% | -254.3% | -87.3% |
| All | -6.5% | +1,075.9% | -1,082.4% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling