+8.1%
PCG vs IOVA
-66.8%
+74.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.7% | +4.7% | -0.8% |
| 7D | -2.0% | -1.4% | -0.5% | -1.9% |
| 30D | -2.7% | -47.4% | +44.7% | -0.5% |
| 3M | -25.1% | +13.2% | -38.3% | -26.2% |
| 6M | -22.3% | +114.3% | -136.6% | -26.2% |
| YTD | -18.5% | +179.5% | -198.0% | -24.2% |
| 1Y | -21.8% | +200.4% | -222.2% | -27.7% |
| 3Y | -21.0% | +92.2% | -113.2% | -29.0% |
| 5Y | +8.1% | -63.8% | +71.9% | +2.4% |
| All | +8.1% | -66.8% | +74.9% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling