-21.6%
PCG vs IRE
-97.2%
+75.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +39.6% | -41.5% | -1.9% |
| 7D | -1.6% | -27.2% | +25.6% | -1.6% |
| 30D | +1.4% | -75.1% | +76.5% | +1.3% |
| 3M | -23.4% | -77.9% | +54.5% | -23.3% |
| 6M | -19.4% | -94.6% | +75.2% | -19.7% |
| YTD | -18.5% | -91.5% | +73.1% | -19.6% |
| 1Y | -19.5% | -97.8% | +78.3% | -19.7% |
| All | -21.6% | -97.2% | +75.7% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling