+10.4%
PCG vs IOT
+66.1%
-55.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +2.2% | +0.9% | +1.2% | +2.1% |
| 30D | +0.8% | +1.4% | -0.6% | +0.6% |
| 3M | -23.8% | +0.5% | -24.3% | -24.0% |
| 6M | -19.6% | +50.3% | -69.9% | -22.1% |
| YTD | -16.7% | +16.7% | -33.4% | -18.3% |
| 1Y | -19.4% | +6.8% | -26.2% | -20.5% |
| 3Y | -18.3% | +75.5% | -93.8% | -24.3% |
| All | +10.4% | +66.1% | -55.7% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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