+1.3%
PCG vs IRM
+9,145.3%
-9,144.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -2.9% | -2.2% |
| 7D | -1.6% | -8.6% | +7.0% | +0.2% |
| 30D | +1.4% | -8.0% | +9.4% | +3.0% |
| 3M | -23.4% | -12.0% | -11.4% | -21.4% |
| 6M | -19.4% | -18.2% | -1.2% | -16.1% |
| YTD | -18.5% | +31.4% | -49.8% | -23.6% |
| 1Y | -19.5% | +9.2% | -28.7% | -21.7% |
| 3Y | -21.0% | +94.6% | -115.6% | -32.8% |
| 5Y | +13.7% | +170.2% | -156.4% | -10.3% |
| 10Y | -77.2% | +464.3% | -541.5% | -84.6% |
| All | +1.3% | +9,145.3% | -9,144.1% | -44.8% |
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