-76.3%
PCG vs IJR
+172.1%
-248.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -2.0% |
| 7D | -3.5% | -2.2% | -1.3% | -2.1% |
| 30D | -20.6% | -4.6% | -16.0% | -18.1% |
| 3M | -17.6% | +0.2% | -17.8% | -17.7% |
| 6M | -23.5% | +14.7% | -38.2% | -30.4% |
| YTD | -13.6% | +18.9% | -32.5% | -23.4% |
| 1Y | -11.3% | +19.9% | -31.3% | -22.1% |
| 3Y | -16.9% | +53.0% | -69.9% | -40.1% |
| 5Y | +50.8% | +40.9% | +10.0% | +13.2% |
| All | -76.3% | +172.1% | -248.3% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 10y: compounded portfolio wealth divided by compounded IJR 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…
10y analysis · Full analysis span regression · 6 months rolling