-76.0%
PCG vs IT
+90.0%
-166.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | +2.2% | +1.1% | +1.1% | +1.9% |
| 30D | +0.8% | -1.8% | +2.6% | +0.6% |
| 3M | -23.8% | +4.8% | -28.6% | -25.7% |
| 6M | -19.6% | +33.0% | -52.6% | -27.8% |
| YTD | -16.7% | -23.8% | +7.1% | -13.6% |
| 1Y | -19.4% | -16.5% | -2.9% | -18.9% |
| 3Y | -18.3% | -53.6% | +35.3% | -3.8% |
| 5Y | +10.4% | -42.1% | +52.5% | +15.3% |
| All | -76.0% | +90.0% | -166.0% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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