+54.5%
PCG vs PBF
+772.7%
-718.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.5% |
| 7D | -13.9% | +4.3% | -18.1% | -14.1% |
| 30D | -16.9% | +22.0% | -38.8% | -18.0% |
| 3M | -14.7% | +74.5% | -89.2% | -18.1% |
| 6M | -23.8% | +67.7% | -91.5% | -27.0% |
| YTD | -10.5% | +179.2% | -189.7% | -17.8% |
| 1Y | -5.1% | +170.0% | -175.1% | -13.2% |
| 3Y | -11.6% | +66.4% | -78.0% | -17.3% |
| All | +54.5% | +772.7% | -718.2% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling