-75.9%
PCG vs ITW
+191.6%
-267.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.4% |
| 7D | +0.5% | -2.4% | +2.9% | +1.7% |
| 30D | -18.9% | -9.5% | -9.4% | -14.6% |
| 3M | -15.8% | +6.6% | -22.5% | -18.7% |
| 6M | -22.6% | -1.8% | -20.8% | -22.2% |
| YTD | -12.2% | +9.0% | -21.2% | -16.4% |
| 1Y | -7.1% | +3.6% | -10.6% | -9.4% |
| 3Y | -15.8% | +19.4% | -35.3% | -24.9% |
| 5Y | +53.3% | +36.4% | +16.9% | +24.8% |
| All | -75.9% | +191.6% | -267.5% | -84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling