+9.0%
PCG vs ITW
+38.4%
-29.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -0.5% | +0.5% | -0.9% | -0.7% |
| 30D | +0.8% | +9.1% | -8.3% | -3.1% |
| 3M | -22.0% | -1.6% | -20.5% | -21.5% |
| 6M | -17.1% | +14.5% | -31.6% | -22.3% |
| YTD | -16.9% | +19.2% | -36.0% | -23.7% |
| 1Y | -19.1% | +20.9% | -40.0% | -26.4% |
| 3Y | -19.4% | +33.1% | -52.6% | -31.3% |
| 5Y | +9.0% | +38.2% | -29.2% | -15.8% |
| All | +9.0% | +38.4% | -29.4% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling