-19.4%
PCG vs IRM
-18.3%
-1.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -2.9% | -2.2% |
| 7D | -1.6% | -8.6% | +7.0% | +0.8% |
| 30D | +1.4% | -8.0% | +9.4% | +3.5% |
| 3M | -23.4% | -12.0% | -11.4% | -21.0% |
| 6M | -19.4% | -18.2% | -1.2% | -16.3% |
| All | -19.4% | -18.3% | -1.1% | -16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling