+11.2%
PCG vs IRM
+9,964.6%
-9,953.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.1% |
| 7D | -13.9% | -0.5% | -13.4% | -13.7% |
| 30D | -16.9% | -8.1% | -8.8% | -15.3% |
| 3M | -14.7% | -9.7% | -5.1% | -12.9% |
| 6M | -23.8% | +10.0% | -33.8% | -25.6% |
| YTD | -10.5% | +43.0% | -53.5% | -17.4% |
| 1Y | -5.1% | +32.7% | -37.8% | -11.3% |
| 3Y | -11.6% | +102.7% | -114.3% | -25.4% |
| 5Y | +59.0% | +187.6% | -128.6% | +23.9% |
| 10Y | -75.7% | +420.1% | -495.8% | -83.5% |
| All | +11.2% | +9,964.6% | -9,953.4% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling