-13.0%
PCG vs ITOT
+896.7%
-909.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.7% |
| 7D | -13.9% | +0.1% | -14.0% | -13.9% |
| 30D | -16.9% | 0.0% | -16.9% | -16.9% |
| 3M | -14.7% | +2.0% | -16.7% | -16.1% |
| 6M | -23.8% | +13.0% | -36.9% | -30.4% |
| YTD | -10.5% | +14.0% | -24.5% | -18.8% |
| 1Y | -5.1% | +19.9% | -25.0% | -17.0% |
| 3Y | -11.6% | +75.8% | -87.4% | -41.8% |
| 5Y | +59.0% | +73.8% | -14.8% | +4.8% |
| 10Y | -75.7% | +295.9% | -371.6% | -90.5% |
| All | -13.0% | +896.7% | -909.7% | -82.0% |
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