+14.1%
PCG vs IR
+44.3%
-30.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.4% |
| 7D | -1.6% | +3.7% | -5.3% | -2.6% |
| 30D | +1.4% | +7.4% | -6.0% | -0.8% |
| 3M | -23.4% | -5.9% | -17.5% | -22.2% |
| 6M | -19.4% | +5.6% | -24.9% | -21.2% |
| YTD | -18.5% | +4.8% | -23.3% | -20.9% |
| 1Y | -19.5% | +6.9% | -26.5% | -22.6% |
| 3Y | -21.0% | +27.6% | -48.5% | -32.6% |
| All | +14.1% | +44.3% | -30.2% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling