-20.0%
PCG vs ITOT
+883.6%
-903.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.9% |
| 7D | -2.2% | -0.8% | -1.5% | -1.8% |
| 30D | -0.5% | -2.0% | +1.6% | +0.8% |
| 3M | -24.0% | -1.5% | -22.4% | -23.3% |
| 6M | -18.6% | +3.3% | -21.9% | -20.8% |
| YTD | -17.7% | +12.5% | -30.1% | -24.7% |
| 1Y | -20.0% | +12.6% | -32.6% | -27.0% |
| 3Y | -20.2% | +78.6% | -98.9% | -48.1% |
| 5Y | +8.4% | +67.0% | -58.6% | -26.6% |
| 10Y | -76.4% | +292.0% | -368.4% | -90.7% |
| All | -20.0% | +883.6% | -903.6% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling