-6.5%
PCG vs IJR
+1,153.0%
-1,159.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.1% | +2.2% |
| 7D | -13.9% | -0.2% | -13.7% | -13.7% |
| 30D | -16.9% | -2.4% | -14.4% | -15.8% |
| 3M | -14.7% | +3.9% | -18.7% | -16.5% |
| 6M | -23.8% | +12.4% | -36.2% | -28.5% |
| YTD | -10.5% | +21.5% | -32.0% | -19.5% |
| 1Y | -5.1% | +24.0% | -29.1% | -15.7% |
| 3Y | -11.6% | +49.7% | -61.3% | -30.1% |
| 5Y | +59.0% | +39.7% | +19.3% | +29.1% |
| 10Y | -75.7% | +169.0% | -244.8% | -86.0% |
| All | -6.5% | +1,153.0% | -1,159.5% | -76.0% |
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 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