+54.2%
PCG vs PBR
+566.8%
-512.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.7% | -4.3% |
| 7D | +6.5% | +0.3% | +6.1% | +6.4% |
| 30D | -16.7% | +17.5% | -34.3% | -18.6% |
| 3M | -14.2% | +20.9% | -35.1% | -16.5% |
| 6M | -21.5% | +20.2% | -41.7% | -23.8% |
| YTD | -11.2% | +84.3% | -95.5% | -19.5% |
| 1Y | -4.2% | +77.1% | -81.3% | -12.7% |
| 3Y | -14.9% | +100.8% | -115.7% | -25.2% |
| 5Y | +54.2% | +556.1% | -501.9% | +9.3% |
| All | +54.2% | +566.8% | -512.6% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling