-18.6%
PCG vs INSM
+20.8%
-39.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -0.9% |
| 7D | -2.2% | +9.8% | -12.0% | -1.9% |
| 30D | -0.5% | +22.5% | -23.0% | +0.3% |
| 3M | -24.0% | -8.9% | -15.0% | -24.1% |
| 6M | -18.6% | +16.2% | -34.8% | -18.6% |
| All | -18.6% | +20.8% | -39.4% | -18.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling