+54.2%
PCG vs IJR
+39.8%
+14.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.7% |
| 7D | +6.5% | -1.1% | +7.6% | +7.1% |
| 30D | -16.7% | -3.6% | -13.1% | -15.1% |
| 3M | -14.2% | +2.3% | -16.5% | -15.2% |
| 6M | -21.5% | +14.3% | -35.8% | -26.8% |
| YTD | -11.2% | +19.3% | -30.5% | -19.1% |
| 1Y | -4.2% | +22.6% | -26.8% | -14.1% |
| 3Y | -14.9% | +53.5% | -68.4% | -34.2% |
| 5Y | +54.2% | +39.9% | +14.3% | +22.8% |
| All | +54.2% | +39.8% | +14.4% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling