-4.2%
PCG vs IOT
-3.4%
-0.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.7% | -0.5% | -4.3% |
| 7D | +6.5% | +5.1% | +1.4% | +6.5% |
| 30D | -16.7% | -3.0% | -13.7% | -16.8% |
| 3M | -14.2% | +15.0% | -29.1% | -13.9% |
| 6M | -21.5% | +13.1% | -34.6% | -20.6% |
| YTD | -11.2% | +9.0% | -20.2% | -10.5% |
| 1Y | -4.2% | +0.1% | -4.3% | -3.0% |
| All | -4.2% | -3.4% | -0.8% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling