-60.4%
PCG vs INDA
+119.4%
-179.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.7% |
| 7D | -1.6% | +6.6% | -8.2% | -4.4% |
| 30D | +1.4% | +10.4% | -9.0% | -2.9% |
| 3M | -23.4% | +1.5% | -24.9% | -24.0% |
| 6M | -19.4% | +1.7% | -21.1% | -20.3% |
| YTD | -18.5% | -5.8% | -12.6% | -16.8% |
| 1Y | -19.5% | -5.1% | -14.4% | -18.2% |
| 3Y | -21.0% | +16.0% | -37.0% | -27.2% |
| 5Y | +13.7% | +9.3% | +4.5% | +7.3% |
| 10Y | -77.2% | +102.1% | -179.3% | -83.2% |
| All | -60.4% | +119.4% | -179.8% | -71.4% |
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