-76.7%
PCG vs IT
+96.9%
-173.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -1.1% | -18.8% | +17.8% | +3.4% |
| 30D | +0.1% | -0.1% | +0.1% | -0.5% |
| 3M | -24.4% | +2.9% | -27.4% | -26.1% |
| 6M | -17.7% | +20.4% | -38.1% | -24.0% |
| YTD | -17.4% | -24.3% | +6.9% | -14.2% |
| 1Y | -19.4% | -17.2% | -2.2% | -18.8% |
| 3Y | -18.6% | -52.4% | +33.8% | -5.3% |
| 5Y | +10.2% | -43.7% | +53.9% | +16.2% |
| 10Y | -76.7% | +90.3% | -167.0% | -86.3% |
| All | -76.7% | +96.9% | -173.6% | -86.3% |
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