+54.5%
PCG vs IR
+45.6%
+8.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.2% | +2.1% |
| 7D | -13.9% | -2.8% | -11.0% | -13.1% |
| 30D | -16.9% | -15.1% | -1.7% | -12.8% |
| 3M | -14.7% | +6.1% | -20.8% | -16.7% |
| 6M | -23.8% | -16.8% | -7.0% | -20.0% |
| YTD | -10.5% | -3.5% | -7.0% | -10.8% |
| 1Y | -5.1% | -3.5% | -1.6% | -5.7% |
| 3Y | -11.6% | +9.5% | -21.1% | -20.3% |
| All | +54.5% | +45.6% | +8.8% | +14.7% |
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 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