-13.1%
PCG vs IJH
+1,047.0%
-1,060.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +2.2% | +2.3% | -0.1% | +0.7% |
| 30D | +0.8% | +2.1% | -1.3% | -0.6% |
| 3M | -23.8% | -5.7% | -18.1% | -21.1% |
| 6M | -19.6% | +1.4% | -21.0% | -20.6% |
| YTD | -16.7% | +12.6% | -29.4% | -23.1% |
| 1Y | -19.4% | +16.1% | -35.5% | -27.1% |
| 3Y | -18.3% | +57.8% | -76.1% | -39.8% |
| 5Y | +10.4% | +36.8% | -26.4% | -11.8% |
| 10Y | -76.1% | +173.7% | -249.9% | -87.3% |
| All | -13.1% | +1,047.0% | -1,060.0% | -82.3% |
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