-5.1%
PCG vs ITW
+5.8%
-10.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | -13.9% | -3.6% | -10.3% | -12.6% |
| 30D | -16.9% | -9.1% | -7.7% | -14.1% |
| 3M | -14.7% | +8.2% | -23.0% | -17.0% |
| 6M | -23.8% | -4.8% | -19.1% | -22.3% |
| YTD | -10.5% | +11.0% | -21.5% | -12.4% |
| 1Y | -5.1% | +4.2% | -9.4% | -4.7% |
| All | -5.1% | +5.8% | -10.9% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling