-19.4%
PCG vs LBRT
-41.2%
+21.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -13.7% | +12.4% | -0.6% |
| 7D | 0.0% | -34.8% | +34.8% | +2.1% |
| 30D | +5.8% | -43.6% | +49.4% | +8.8% |
| 3M | -22.8% | -41.2% | +18.5% | -20.9% |
| 6M | -18.4% | -66.1% | +47.7% | -13.9% |
| YTD | -16.9% | -37.9% | +21.0% | -16.5% |
| 1Y | -17.6% | -33.9% | +16.3% | -17.9% |
| All | -19.4% | -41.2% | +21.7% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling