-11.1%
PCG vs PBR
+98.1%
-109.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +3.4% |
| 7D | +5.4% | +2.5% | +2.9% | +5.2% |
| 30D | -15.1% | +19.4% | -34.5% | -16.4% |
| 3M | -9.8% | +20.8% | -30.6% | -11.3% |
| 6M | -18.0% | +23.5% | -41.5% | -20.0% |
| YTD | -7.2% | +83.4% | -90.6% | -14.2% |
| 1Y | +2.9% | +77.6% | -74.7% | -4.6% |
| 3Y | -11.1% | +99.9% | -110.9% | -22.7% |
| All | -11.1% | +98.1% | -109.2% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling