-11.3%
PCG vs PBR
+74.3%
-85.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.7% |
| 7D | -3.5% | +5.4% | -8.9% | -3.1% |
| 30D | -20.6% | +22.9% | -43.5% | -19.6% |
| 3M | -17.6% | +19.6% | -37.2% | -16.5% |
| 6M | -23.5% | +16.5% | -40.0% | -22.7% |
| YTD | -13.6% | +86.7% | -100.3% | -14.3% |
| 1Y | -11.3% | +74.7% | -86.1% | -11.8% |
| All | -11.3% | +74.3% | -85.6% | -11.8% |
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