-76.0%
PCG vs IJR
+151.4%
-227.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.2% | +2.2% | 0.0% | +0.7% |
| 30D | +0.8% | +3.8% | -3.1% | -1.9% |
| 3M | -23.8% | -5.7% | -18.1% | -20.8% |
| 6M | -19.6% | +4.6% | -24.3% | -22.3% |
| YTD | -16.7% | +18.0% | -34.7% | -26.0% |
| 1Y | -19.4% | +21.8% | -41.2% | -30.0% |
| 3Y | -18.3% | +61.1% | -79.4% | -43.5% |
| 5Y | +10.4% | +27.3% | -16.9% | -10.6% |
| All | -76.0% | +151.4% | -227.4% | -87.9% |
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