-19.4%
PCG vs LBRT
-30.4%
+10.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.9% |
| 7D | -0.5% | -15.7% | +15.2% | +0.3% |
| 30D | +0.8% | -34.3% | +35.0% | +2.7% |
| 3M | -22.0% | -40.6% | +18.6% | -20.2% |
| 6M | -17.1% | -62.0% | +44.9% | -13.1% |
| YTD | -16.9% | -31.6% | +14.8% | -16.9% |
| 1Y | -19.1% | -25.8% | +6.7% | -19.9% |
| 3Y | -19.4% | -30.4% | +10.9% | -23.1% |
| All | -19.4% | -30.4% | +10.9% | -23.1% |
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 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