+2,331.0%
LITE vs PCG
-75.9%
+2,406.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.7% |
| 7D | -1.5% | -13.9% | +12.3% | -0.2% |
| 30D | +6.7% | -16.9% | +23.5% | +8.7% |
| 3M | -6.8% | -14.7% | +8.0% | -5.5% |
| 6M | +29.4% | -23.8% | +53.3% | +33.2% |
| YTD | +139.1% | -10.5% | +149.6% | +141.1% |
| 1Y | +521.0% | -5.1% | +526.1% | +521.1% |
| 3Y | +1,535.3% | -11.6% | +1,546.9% | +1,547.4% |
| 5Y | +889.8% | +59.0% | +830.8% | +831.2% |
| All | +2,331.0% | -75.9% | +2,406.9% | +3,025.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling