+1,568.0%
LITE vs PCG
-76.5%
+1,644.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.5% |
| 7D | +22.6% | -2.0% | +24.5% | +22.8% |
| 30D | -36.8% | -2.7% | -34.1% | -36.5% |
| 3M | -33.0% | -25.1% | -7.9% | -30.8% |
| 6M | -37.1% | -22.3% | -14.8% | -35.4% |
| YTD | +69.5% | -18.5% | +88.0% | +73.1% |
| 1Y | +146.1% | -21.8% | +167.9% | +152.5% |
| 3Y | +1,440.8% | -21.0% | +1,461.9% | +1,475.3% |
| 5Y | +580.4% | +8.1% | +572.4% | +568.5% |
| All | +1,568.0% | -76.5% | +1,644.5% | +1,967.7% |
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