-20.0%
PCG vs ITW
+20.6%
-40.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -2.2% | -1.6% | -0.6% | -1.8% |
| 30D | -0.5% | +8.9% | -9.4% | -3.0% |
| 3M | -24.0% | -0.9% | -23.1% | -23.6% |
| 6M | -18.6% | +16.0% | -34.6% | -22.5% |
| YTD | -17.7% | +19.4% | -37.1% | -20.6% |
| 1Y | -20.0% | +20.7% | -40.7% | -22.6% |
| All | -20.0% | +20.6% | -40.6% | -22.6% |
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