+1,493.1%
LITE vs PCG
-76.0%
+1,569.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.6% | -4.8% |
| 7D | +10.8% | +2.2% | +8.6% | +10.5% |
| 30D | -33.4% | +0.8% | -34.2% | -33.5% |
| 3M | -32.2% | -23.8% | -8.4% | -30.2% |
| 6M | -42.1% | -19.6% | -22.5% | -40.8% |
| YTD | +61.9% | -16.7% | +78.6% | +64.8% |
| 1Y | +163.0% | -19.4% | +182.4% | +168.7% |
| 3Y | +1,358.0% | -18.3% | +1,376.3% | +1,384.3% |
| 5Y | +549.9% | +10.4% | +539.5% | +536.7% |
| All | +1,493.1% | -76.0% | +1,569.1% | +1,869.3% |
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