-76.4%
PCG vs IRM
+514.0%
-590.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.5% |
| 7D | -2.2% | -5.3% | +3.0% | -0.6% |
| 30D | -0.5% | -2.3% | +1.9% | 0.0% |
| 3M | -24.0% | -7.4% | -16.5% | -22.0% |
| 6M | -18.6% | -12.2% | -6.4% | -15.2% |
| YTD | -17.7% | +38.6% | -56.3% | -28.4% |
| 1Y | -20.0% | +14.9% | -34.9% | -25.6% |
| 3Y | -20.2% | +108.2% | -128.4% | -43.9% |
| 5Y | +8.4% | +183.8% | -175.5% | -34.9% |
| 10Y | -76.4% | +512.6% | -589.0% | -90.1% |
| All | -76.4% | +514.0% | -590.4% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling