+2.9%
PCG vs IT
-29.8%
+32.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.4% | +11.1% | +3.2% |
| 7D | +5.4% | -9.1% | +14.5% | +4.9% |
| 30D | -15.1% | -7.0% | -8.1% | -15.5% |
| 3M | -9.8% | +7.6% | -17.4% | -10.1% |
| 6M | -18.0% | +2.1% | -20.1% | -18.0% |
| YTD | -7.2% | -31.6% | +24.3% | -8.9% |
| 1Y | +2.9% | -29.9% | +32.8% | +1.3% |
| All | +2.9% | -29.8% | +32.6% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling