-75.9%
PCG vs PBR
+703.7%
-779.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.6% |
| 7D | +0.5% | +4.2% | -3.7% | -0.4% |
| 30D | -18.9% | +22.7% | -41.6% | -22.6% |
| 3M | -15.8% | +21.5% | -37.4% | -19.7% |
| 6M | -22.6% | +24.0% | -46.5% | -26.8% |
| YTD | -12.2% | +88.2% | -100.4% | -24.6% |
| 1Y | -7.1% | +74.8% | -81.9% | -19.1% |
| 3Y | -15.8% | +105.1% | -121.0% | -30.8% |
| 5Y | +53.3% | +572.2% | -518.9% | -9.5% |
| All | -75.9% | +703.7% | -779.6% | -87.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling