-10.5%
PCG vs IP
+21.5%
-32.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +2.1% |
| 7D | -13.9% | -5.3% | -8.6% | -13.0% |
| 30D | -16.9% | -10.9% | -6.0% | -15.2% |
| 3M | -14.7% | +11.2% | -25.9% | -16.2% |
| 6M | -23.8% | -10.2% | -13.6% | -22.6% |
| YTD | -10.5% | -2.0% | -8.5% | -10.6% |
| 1Y | -5.1% | -19.1% | +14.0% | -2.3% |
| All | -10.5% | +21.5% | -32.0% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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