+8.4%
PCG vs ITOT
+66.6%
-58.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.8% |
| 7D | -2.2% | -0.8% | -1.5% | -1.9% |
| 30D | -0.5% | -2.0% | +1.6% | +0.7% |
| 3M | -24.0% | -1.5% | -22.4% | -23.3% |
| 6M | -18.6% | +3.3% | -21.9% | -20.5% |
| YTD | -17.7% | +12.5% | -30.1% | -24.0% |
| 1Y | -20.0% | +12.6% | -32.6% | -26.3% |
| 3Y | -20.2% | +78.6% | -98.9% | -47.3% |
| 5Y | +8.4% | +67.0% | -58.6% | -24.9% |
| All | +8.4% | +66.6% | -58.2% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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