-14.9%
PCG vs IJR
+1,116.9%
-1,131.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | -2.0% | +2.3% | -4.3% | -3.1% |
| 30D | -2.7% | +2.2% | -4.9% | -3.9% |
| 3M | -25.1% | -5.3% | -19.8% | -23.0% |
| 6M | -22.3% | +4.3% | -26.6% | -24.2% |
| YTD | -18.5% | +18.0% | -36.5% | -25.6% |
| 1Y | -21.8% | +19.2% | -41.0% | -29.2% |
| 3Y | -21.0% | +61.1% | -82.1% | -40.0% |
| 5Y | +8.1% | +27.3% | -19.3% | -7.8% |
| 10Y | -76.6% | +154.1% | -230.8% | -86.1% |
| All | -14.9% | +1,116.9% | -1,131.7% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling