+14.1%
PCG vs IT
-43.2%
+57.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.1% | -1.5% |
| 7D | -1.6% | -16.9% | +15.3% | +0.2% |
| 30D | +1.4% | +2.3% | -0.9% | +0.8% |
| 3M | -23.4% | +2.9% | -26.2% | -24.2% |
| 6M | -19.4% | +25.9% | -45.2% | -23.2% |
| YTD | -18.5% | -24.6% | +6.2% | -15.1% |
| 1Y | -19.5% | -16.0% | -3.5% | -18.3% |
| 3Y | -21.0% | -51.6% | +30.6% | -10.9% |
| All | +14.1% | -43.2% | +57.3% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling