-8.6%
PCG vs IT
+6,253.0%
-6,261.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -2.0% | -3.7% | +1.7% | -1.5% |
| 30D | -2.7% | -3.1% | +0.4% | -2.6% |
| 3M | -25.1% | +6.3% | -31.4% | -26.1% |
| 6M | -22.3% | +24.8% | -47.1% | -25.6% |
| YTD | -18.5% | -24.4% | +5.9% | -17.5% |
| 1Y | -21.8% | -17.1% | -4.8% | -21.9% |
| 3Y | -21.0% | -53.6% | +32.6% | -16.0% |
| 5Y | +8.1% | -42.5% | +50.6% | +11.0% |
| 10Y | -76.6% | +88.8% | -165.4% | -79.4% |
| All | -8.6% | +6,253.0% | -6,261.6% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling