+8.1%
PCG vs PBF
+441.3%
-433.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.1% |
| 7D | -2.0% | +4.3% | -6.2% | -2.2% |
| 30D | -2.7% | -21.8% | +19.1% | -1.6% |
| 3M | -25.1% | +1.7% | -26.8% | -25.4% |
| 6M | -22.3% | +69.8% | -92.1% | -25.2% |
| YTD | -18.5% | +167.7% | -186.2% | -24.6% |
| 1Y | -21.8% | +89.0% | -110.8% | -25.9% |
| 3Y | -21.0% | +78.8% | -99.8% | -26.6% |
| 5Y | +8.1% | +415.4% | -407.3% | -7.5% |
| All | +8.1% | +441.3% | -433.2% | -7.5% |
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