-14.6%
PCG vs PBR
+1,797.5%
-1,812.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.7% |
| 7D | -13.9% | +8.6% | -22.4% | -15.1% |
| 30D | -16.9% | +12.8% | -29.7% | -18.7% |
| 3M | -14.7% | +14.7% | -29.4% | -16.9% |
| 6M | -23.8% | +25.2% | -49.0% | -27.0% |
| YTD | -10.5% | +77.1% | -87.6% | -18.9% |
| 1Y | -5.1% | +69.6% | -74.7% | -13.6% |
| 3Y | -11.6% | +95.6% | -107.2% | -22.3% |
| 5Y | +59.0% | +501.8% | -442.7% | +14.1% |
| 10Y | -75.7% | +640.6% | -716.3% | -84.4% |
| All | -14.6% | +1,797.5% | -1,812.1% | -61.2% |
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