-13.8%
PCG vs INSM
-24.5%
+10.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 3M | -24.0% | -8.9% | -15.0% | -23.9% |
| 6M | -18.6% | +16.2% | -34.8% | -19.2% |
| YTD | -17.7% | -30.6% | +12.9% | -17.3% |
| 1Y | -20.0% | -37.7% | +17.7% | -19.5% |
| 3Y | -20.2% | +408.4% | -428.7% | -24.8% |
| 5Y | +8.4% | +279.6% | -271.2% | +2.4% |
| 10Y | -76.4% | +735.6% | -812.0% | -78.3% |
| All | -13.8% | -24.5% | +10.7% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling