-16.0%
PCG vs PBR
+74.7%
-90.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.0% | +7.8% | +0.2% |
| 7D | +1.9% | -11.0% | +12.9% | +0.9% |
| 30D | +8.5% | -18.8% | +27.3% | +6.6% |
| 3M | -22.9% | +7.8% | -30.7% | -22.2% |
| 6M | -16.8% | -7.6% | -9.2% | -15.7% |
| YTD | -15.8% | +72.7% | -88.4% | -17.2% |
| 1Y | -16.0% | +72.9% | -88.9% | -17.3% |
| All | -16.0% | +74.7% | -90.7% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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