+17.4%
PCG vs IP
-10.3%
+27.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | +1.9% | +3.4% | -1.5% | +1.1% |
| 30D | +8.5% | +11.2% | -2.7% | +5.8% |
| 3M | -22.9% | -14.8% | -8.1% | -20.2% |
| 6M | -16.8% | +17.3% | -34.0% | -20.0% |
| YTD | -15.8% | -6.2% | -9.6% | -15.5% |
| 1Y | -16.0% | +2.3% | -18.3% | -17.5% |
| 3Y | -18.9% | +17.7% | -36.6% | -28.0% |
| 5Y | +17.4% | -8.4% | +25.8% | +17.0% |
| All | +17.4% | -10.3% | +27.7% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling