-0.7%
PCG vs IRM
+32.4%
-33.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.0% |
| 7D | -13.9% | -0.5% | -13.4% | -13.7% |
| 30D | -16.9% | -8.1% | -8.8% | -15.4% |
| 3M | -14.7% | -9.7% | -5.1% | -13.1% |
| 6M | -23.8% | +10.0% | -33.8% | -25.6% |
| YTD | -10.5% | +43.0% | -53.5% | -15.5% |
| All | -0.7% | +32.4% | -33.1% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling