-21.0%
PCG vs IOVA
+85.3%
-106.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.8% | -2.1% |
| 7D | -1.6% | -5.2% | +3.6% | -1.4% |
| 30D | +1.4% | -37.8% | +39.2% | +2.8% |
| 3M | -23.4% | +29.5% | -52.9% | -24.9% |
| 6M | -19.4% | +96.6% | -116.0% | -23.0% |
| YTD | -18.5% | +194.5% | -213.0% | -24.2% |
| 1Y | -19.5% | +248.1% | -267.6% | -26.0% |
| 3Y | -21.0% | +86.1% | -107.1% | -31.7% |
| All | -21.0% | +85.3% | -106.2% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling