+61.8%
PCG vs INSM
+342.6%
-280.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.7% |
| 7D | +5.4% | +2.8% | +2.6% | +5.3% |
| 30D | -15.1% | -4.7% | -10.4% | -15.0% |
| 3M | -9.8% | +32.6% | -42.4% | -11.0% |
| 6M | -18.0% | -10.9% | -7.1% | -18.0% |
| YTD | -7.2% | -28.2% | +21.0% | -6.6% |
| 1Y | +2.9% | -14.9% | +17.7% | +2.8% |
| 3Y | -11.1% | +375.6% | -386.7% | -16.5% |
| 5Y | +61.8% | +349.1% | -287.3% | +46.4% |
| All | +61.8% | +342.6% | -280.8% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling