+8.4%
PCG vs INSM
+282.8%
-274.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.0% |
| 7D | -2.2% | +9.8% | -12.0% | -2.5% |
| 30D | -0.5% | +22.5% | -23.0% | -1.1% |
| 3M | -24.0% | -8.9% | -15.0% | -23.8% |
| 6M | -18.6% | +16.2% | -34.8% | -19.3% |
| YTD | -17.7% | -30.6% | +12.9% | -17.1% |
| 1Y | -20.0% | -37.7% | +17.7% | -19.2% |
| 3Y | -20.2% | +408.4% | -428.7% | -25.8% |
| 5Y | +8.4% | +279.6% | -271.2% | +3.1% |
| All | +8.4% | +282.8% | -274.5% | +3.1% |
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