-19.4%
PCG vs IT
+27.7%
-47.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.1% | -2.1% |
| 7D | -1.6% | -16.9% | +15.3% | -2.3% |
| 30D | +1.4% | +2.3% | -0.9% | +1.7% |
| 3M | -23.4% | +2.9% | -26.2% | -23.2% |
| 6M | -19.4% | +25.9% | -45.2% | -19.9% |
| All | -19.4% | +27.7% | -47.1% | -19.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling