-66.8%
PCG vs LBRT
+33.5%
-100.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +1.0% | +2.2% |
| 7D | -13.9% | +8.7% | -22.6% | -15.0% |
| 30D | -16.9% | +6.6% | -23.5% | -17.9% |
| 3M | -14.7% | -34.5% | +19.7% | -10.2% |
| 6M | -23.8% | -24.5% | +0.7% | -22.0% |
| YTD | -10.5% | +12.7% | -23.2% | -14.4% |
| 1Y | -5.1% | +94.8% | -100.0% | -18.3% |
| 3Y | -11.6% | +31.9% | -43.5% | -22.0% |
| 5Y | +59.0% | +111.8% | -52.8% | +23.0% |
| All | -66.8% | +33.5% | -100.3% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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