+18.7%
PCG vs IOT
+61.4%
-42.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +2.2% |
| 7D | -13.9% | -2.3% | -11.5% | -13.7% |
| 30D | -16.9% | +3.8% | -20.7% | -17.1% |
| 3M | -14.7% | +14.2% | -28.9% | -15.6% |
| 6M | -23.8% | +40.1% | -63.9% | -25.9% |
| YTD | -10.5% | +13.4% | -23.9% | -11.9% |
| 1Y | -5.1% | +12.2% | -17.3% | -6.9% |
| 3Y | -11.6% | +30.0% | -41.6% | -16.2% |
| All | +18.7% | +61.4% | -42.8% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling