-69.2%
PCG vs LBRT
-19.0%
-50.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.2% |
| 7D | -0.5% | -15.7% | +15.2% | +1.7% |
| 30D | +0.8% | -34.3% | +35.0% | +6.3% |
| 3M | -22.0% | -40.6% | +18.6% | -16.8% |
| 6M | -17.1% | -62.0% | +44.9% | -6.4% |
| YTD | -16.9% | -31.6% | +14.8% | -15.2% |
| 1Y | -19.1% | -25.8% | +6.7% | -18.8% |
| 3Y | -19.4% | -30.4% | +10.9% | -22.2% |
| 5Y | +9.0% | +18.7% | -9.7% | -8.1% |
| All | -69.2% | -19.0% | -50.2% | -79.8% |
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