-18.3%
PCG vs IR
+25.2%
-43.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | +2.2% | +2.5% | -0.4% | +1.6% |
| 30D | +0.8% | +9.2% | -8.4% | -1.1% |
| 3M | -23.8% | +0.9% | -24.7% | -24.0% |
| 6M | -19.6% | +19.2% | -38.9% | -22.9% |
| YTD | -16.7% | +7.5% | -24.2% | -18.6% |
| 1Y | -19.4% | +11.7% | -31.1% | -22.1% |
| 3Y | -18.3% | +23.9% | -42.2% | -29.7% |
| All | -18.3% | +25.2% | -43.5% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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