+1,172.1%
LITE vs PCG
-21.6%
+1,193.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.6% | +6.3% |
| 7D | -35.9% | -1.6% | -34.3% | -35.6% |
| 30D | -51.5% | +1.4% | -52.9% | -51.7% |
| 3M | -35.7% | -23.4% | -12.3% | -30.7% |
| 6M | -43.0% | -19.4% | -23.6% | -40.3% |
| YTD | +46.1% | -18.5% | +64.6% | +53.7% |
| 1Y | +124.7% | -19.5% | +144.2% | +137.6% |
| 3Y | +1,172.1% | -21.0% | +1,193.0% | +1,222.9% |
| All | +1,172.1% | -21.6% | +1,193.7% | +1,222.9% |
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