-75.3%
PCG vs IOVA
+4.5%
-79.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.1% | -4.0% |
| 7D | +6.5% | -2.2% | +8.7% | +6.6% |
| 30D | -16.7% | +31.7% | -48.4% | -18.6% |
| 3M | -14.2% | +117.3% | -131.4% | -20.1% |
| 6M | -21.5% | +55.8% | -77.3% | -25.5% |
| YTD | -11.2% | +208.8% | -220.0% | -21.0% |
| 1Y | -4.2% | +255.7% | -259.9% | -16.4% |
| 3Y | -14.9% | +41.7% | -56.6% | -26.6% |
| 5Y | +54.2% | -64.9% | +119.2% | +43.1% |
| 10Y | -75.3% | +6.3% | -81.6% | -78.9% |
| All | -75.3% | +4.5% | -79.8% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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