-77.6%
PCG vs PBF
+276.6%
-354.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | -1.6% | -13.8% | +12.2% | -0.3% |
| 30D | +1.4% | -19.6% | +21.0% | +3.3% |
| 3M | -23.4% | +10.3% | -33.6% | -24.6% |
| 6M | -19.4% | +63.4% | -82.8% | -24.1% |
| YTD | -18.5% | +152.6% | -171.1% | -27.5% |
| 1Y | -19.5% | +87.4% | -106.9% | -26.3% |
| 3Y | -21.0% | +63.3% | -84.2% | -28.7% |
| 5Y | +13.7% | +412.5% | -398.7% | -13.6% |
| All | -77.6% | +276.6% | -354.3% | -85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling