-75.3%
PCG vs INSM
+841.5%
-916.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.1% | -7.4% | -4.4% |
| 7D | +6.5% | +1.7% | +4.7% | +6.3% |
| 30D | -16.7% | -4.4% | -12.3% | -16.6% |
| 3M | -14.2% | +30.0% | -44.2% | -15.7% |
| 6M | -21.5% | -10.0% | -11.4% | -21.6% |
| YTD | -11.2% | -26.0% | +14.8% | -10.5% |
| 1Y | -4.2% | -12.5% | +8.3% | -4.5% |
| 3Y | -14.9% | +390.5% | -405.4% | -24.7% |
| 5Y | +54.2% | +357.7% | -303.5% | +34.6% |
| 10Y | -75.3% | +877.2% | -952.6% | -78.6% |
| All | -75.3% | +841.5% | -916.8% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 10y: compounded portfolio wealth divided by compounded INSM 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…
10y analysis · Full analysis span regression · 6 months rolling