-75.2%
PCG vs IT
+89.8%
-165.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.4% | +11.1% | +5.4% |
| 7D | +5.4% | -9.1% | +14.5% | +7.6% |
| 30D | -15.1% | -7.0% | -8.1% | -14.1% |
| 3M | -9.8% | +7.6% | -17.4% | -13.1% |
| 6M | -18.0% | +2.1% | -20.1% | -20.8% |
| YTD | -7.2% | -31.6% | +24.3% | -0.3% |
| 1Y | +2.9% | -29.9% | +32.8% | +8.6% |
| 3Y | -11.1% | -51.3% | +40.2% | +1.1% |
| 5Y | +61.8% | -44.8% | +106.6% | +70.0% |
| 10Y | -75.2% | +91.4% | -166.5% | -84.5% |
| All | -75.2% | +89.8% | -165.0% | -84.5% |
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