-16.0%
PCG vs PBF
+120.1%
-136.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.7% | +7.5% | +0.6% |
| 7D | +1.9% | -0.9% | +2.8% | +1.9% |
| 30D | +8.5% | -13.7% | +22.2% | +8.0% |
| 3M | -22.9% | +10.6% | -33.5% | -22.5% |
| 6M | -16.8% | +61.2% | -77.9% | -15.8% |
| YTD | -15.8% | +172.7% | -188.5% | -16.3% |
| 1Y | -16.0% | +111.0% | -127.0% | -16.0% |
| All | -16.0% | +120.1% | -136.0% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling