-11.1%
PCG vs IJR
+54.5%
-65.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.4% | +3.9% |
| 7D | +5.4% | +0.9% | +4.5% | +5.0% |
| 30D | -15.1% | -3.1% | -12.0% | -14.0% |
| 3M | -9.8% | +4.4% | -14.2% | -11.5% |
| 6M | -18.0% | +16.1% | -34.1% | -23.3% |
| YTD | -7.2% | +20.6% | -27.8% | -14.7% |
| 1Y | +2.9% | +22.9% | -20.0% | -6.3% |
| 3Y | -11.1% | +55.2% | -66.3% | -30.0% |
| All | -11.1% | +54.5% | -65.6% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling