+54.5%
PCG vs IOVA
-64.9%
+119.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.4% |
| 7D | -13.9% | +9.7% | -23.6% | -14.2% |
| 30D | -16.9% | +102.5% | -119.4% | -19.8% |
| 3M | -14.7% | +100.7% | -115.4% | -18.0% |
| 6M | -23.8% | +106.3% | -130.2% | -27.2% |
| YTD | -10.5% | +222.0% | -232.5% | -16.7% |
| 1Y | -5.1% | +299.5% | -304.7% | -13.1% |
| 3Y | -11.6% | +42.9% | -54.5% | -19.1% |
| All | +54.5% | -64.9% | +119.3% | +48.4% |
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