-69.8%
PCG vs LBRT
-22.5%
-47.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.4% | -7.3% | -2.7% |
| 7D | -1.6% | -29.1% | +27.6% | +2.9% |
| 30D | +1.4% | -38.4% | +39.8% | +8.1% |
| 3M | -23.4% | -40.1% | +16.7% | -18.4% |
| 6M | -19.4% | -62.9% | +43.5% | -8.6% |
| YTD | -18.5% | -34.5% | +16.0% | -16.3% |
| 1Y | -19.5% | -30.2% | +10.7% | -18.5% |
| 3Y | -21.0% | -37.5% | +16.5% | -22.3% |
| 5Y | +13.7% | +7.6% | +6.1% | -2.6% |
| All | -69.8% | -22.5% | -47.3% | -80.1% |
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