-59.5%
PCG vs IOVA
-91.6%
+32.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.4% |
| 7D | -13.9% | +9.7% | -23.6% | -14.0% |
| 30D | -16.9% | +102.5% | -119.4% | -18.0% |
| 3M | -14.7% | +100.7% | -115.4% | -15.9% |
| 6M | -23.8% | +106.3% | -130.2% | -25.0% |
| YTD | -10.5% | +222.0% | -232.5% | -12.7% |
| 1Y | -5.1% | +299.5% | -304.7% | -7.9% |
| 3Y | -11.6% | +42.9% | -54.5% | -14.0% |
| 5Y | +59.0% | -65.0% | +124.0% | +56.0% |
| 10Y | -75.7% | +10.3% | -86.0% | -76.4% |
| All | -59.5% | -91.6% | +32.1% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling