-76.5%
PCG vs PBR
+576.8%
-653.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.3% |
| 7D | -2.0% | -3.7% | +1.8% | -1.2% |
| 30D | -2.7% | -29.0% | +26.3% | +3.8% |
| 3M | -25.1% | +4.9% | -30.0% | -26.8% |
| 6M | -22.3% | -8.4% | -13.9% | -22.1% |
| YTD | -18.5% | +59.4% | -77.9% | -28.3% |
| 1Y | -21.8% | +45.5% | -67.3% | -29.9% |
| 3Y | -21.0% | +67.4% | -88.4% | -32.9% |
| 5Y | +8.1% | +453.0% | -444.9% | -34.1% |
| All | -76.5% | +576.8% | -653.3% | -87.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling