-66.8%
PCG vs LBRT
+33.5%
-100.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.3% |
| 7D | -13.9% | +8.3% | -22.1% | -14.9% |
| 30D | -16.9% | +6.1% | -23.0% | -17.8% |
| 3M | -14.7% | -34.8% | +20.0% | -10.2% |
| 6M | -23.8% | -24.8% | +1.0% | -21.9% |
| YTD | -10.5% | +12.2% | -22.7% | -14.3% |
| 1Y | -5.1% | +94.0% | -99.1% | -18.2% |
| 3Y | -11.6% | +31.3% | -42.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling