-19.4%
PCG vs IP
+12.9%
-32.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.6% |
| 7D | 0.0% | -5.0% | +5.0% | +0.8% |
| 30D | +5.8% | +6.5% | -0.7% | +4.6% |
| 3M | -22.8% | -18.0% | -4.7% | -20.2% |
| 6M | -18.4% | +10.3% | -28.7% | -19.8% |
| YTD | -16.9% | -9.9% | -7.0% | -15.8% |
| 1Y | -17.6% | -1.1% | -16.6% | -17.9% |
| All | -19.4% | +12.9% | -32.3% | -23.9% |
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