+2.9%
PCG vs PBF
+176.6%
-173.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.4% | +3.8% |
| 7D | +5.4% | +2.4% | +3.0% | +5.5% |
| 30D | -15.1% | +24.9% | -40.0% | -14.3% |
| 3M | -9.8% | +81.9% | -91.7% | -7.8% |
| 6M | -18.0% | +79.4% | -97.4% | -16.2% |
| YTD | -7.2% | +188.3% | -195.6% | -4.2% |
| 1Y | +2.9% | +177.3% | -174.4% | +8.1% |
| All | +2.9% | +176.6% | -173.7% | +8.1% |
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