+1,402.3%
LITE vs PCG
-77.4%
+1,479.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.6% | +5.9% |
| 7D | -35.9% | -1.6% | -34.3% | -35.8% |
| 30D | -51.5% | +1.4% | -52.9% | -51.6% |
| 3M | -35.7% | -23.4% | -12.3% | -33.8% |
| 6M | -43.0% | -19.4% | -23.6% | -41.7% |
| YTD | +46.1% | -18.5% | +64.6% | +49.2% |
| 1Y | +124.7% | -19.5% | +144.2% | +129.8% |
| 3Y | +1,172.1% | -21.0% | +1,193.0% | +1,200.5% |
| 5Y | +477.0% | +13.7% | +463.3% | +463.9% |
| All | +1,402.3% | -77.4% | +1,479.7% | +1,824.6% |
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