-20.7%
PCG vs PBR
+1,624.0%
-1,644.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -0.5% | -13.3% | +12.8% | +1.6% |
| 30D | +0.8% | -27.7% | +28.5% | +5.5% |
| 3M | -22.0% | +2.7% | -24.7% | -23.0% |
| 6M | -17.1% | -6.7% | -10.4% | -17.1% |
| YTD | -16.9% | +60.9% | -77.8% | -24.0% |
| 1Y | -19.1% | +46.6% | -65.7% | -25.0% |
| 3Y | -19.4% | +69.1% | -88.5% | -28.0% |
| 5Y | +9.0% | +469.6% | -460.6% | -21.3% |
| 10Y | -76.2% | +523.4% | -599.6% | -84.4% |
| All | -20.7% | +1,624.0% | -1,644.7% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling