+9.3%
PCG vs IOVA
-63.3%
+72.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +2.1% |
| 7D | +2.2% | -3.5% | +5.6% | +2.3% |
| 30D | +0.8% | -45.4% | +46.2% | +2.9% |
| 3M | -23.8% | +19.0% | -42.8% | -25.1% |
| 6M | -19.6% | +112.0% | -131.6% | -23.6% |
| YTD | -16.7% | +184.2% | -201.0% | -22.7% |
| 1Y | -19.4% | +222.0% | -241.4% | -25.7% |
| 3Y | -18.3% | +92.6% | -110.9% | -26.6% |
| All | +9.3% | -63.3% | +72.6% | +3.7% |
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 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