-21.8%
PCG vs IRE
-97.7%
+75.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -13.5% | +12.5% | -1.0% |
| 7D | -2.0% | +11.1% | -13.1% | -1.9% |
| 30D | -2.7% | -75.2% | +72.5% | -2.8% |
| 3M | -25.1% | -86.4% | +61.3% | -25.1% |
| 6M | -22.3% | -94.8% | +72.5% | -22.6% |
| YTD | -18.5% | -93.3% | +74.8% | -20.2% |
| 1Y | -21.8% | -97.5% | +75.6% | -20.9% |
| All | -21.8% | -97.7% | +75.9% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling