-19.1%
PCG vs IRE
-98.1%
+79.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -15.8% | +16.5% | +0.6% |
| 7D | -0.5% | -41.9% | +41.4% | -0.5% |
| 30D | +0.8% | -75.1% | +75.8% | +0.6% |
| 3M | -22.0% | -82.4% | +60.4% | -22.0% |
| 6M | -17.1% | -95.5% | +78.4% | -17.6% |
| YTD | -16.9% | -93.1% | +76.2% | -18.5% |
| 1Y | -19.1% | -97.8% | +78.7% | -17.4% |
| All | -19.1% | -98.1% | +79.1% | -17.4% |
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