+1,103.8%
LITE vs PCG
-20.0%
+1,123.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.3% | -17.4% | -18.3% |
| 7D | -44.6% | 0.0% | -44.6% | -44.6% |
| 30D | -55.0% | +5.8% | -60.9% | -55.8% |
| 3M | -38.3% | -22.8% | -15.5% | -33.6% |
| 6M | -48.8% | -18.4% | -30.3% | -46.5% |
| YTD | +38.3% | -16.9% | +55.1% | +44.6% |
| 1Y | +119.0% | -17.6% | +136.6% | +129.8% |
| All | +1,103.8% | -20.0% | +1,123.8% | +1,144.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling