+91.4%
PCG vs ITW
+10,282.1%
-10,190.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +2.2% | +2.3% | -0.2% | +1.4% |
| 30D | +0.8% | +6.7% | -5.9% | -1.3% |
| 3M | -23.8% | -0.5% | -23.3% | -23.7% |
| 6M | -19.6% | +16.4% | -36.0% | -23.6% |
| YTD | -16.7% | +19.0% | -35.7% | -21.5% |
| 1Y | -19.4% | +20.2% | -39.6% | -24.3% |
| 3Y | -18.3% | +33.1% | -51.4% | -26.1% |
| 5Y | +10.4% | +35.7% | -25.3% | -1.4% |
| 10Y | -76.1% | +194.0% | -270.2% | -83.0% |
| All | +91.4% | +10,282.1% | -10,190.7% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling