-59.9%
PCG vs INDA
+121.6%
-181.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.9% |
| 7D | -1.1% | +6.1% | -7.2% | -3.6% |
| 30D | +0.1% | +11.7% | -11.6% | -4.7% |
| 3M | -24.4% | +2.1% | -26.5% | -25.2% |
| 6M | -17.7% | +3.2% | -20.8% | -19.1% |
| YTD | -17.4% | -4.9% | -12.5% | -16.1% |
| 1Y | -19.4% | -4.4% | -15.0% | -18.3% |
| 3Y | -18.6% | +17.6% | -36.2% | -25.5% |
| 5Y | +10.2% | +9.9% | +0.4% | +3.8% |
| 10Y | -76.7% | +102.7% | -179.4% | -82.9% |
| All | -59.9% | +121.6% | -181.5% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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