+2,898.2%
LITE vs PCG
-71.6%
+2,969.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.3% | -17.4% | -18.5% |
| 7D | -44.6% | 0.0% | -44.6% | -44.6% |
| 30D | -55.0% | +5.8% | -60.9% | -55.3% |
| 3M | -38.3% | -22.8% | -15.5% | -36.4% |
| 6M | -48.8% | -18.4% | -30.3% | -47.7% |
| YTD | +38.3% | -16.9% | +55.1% | +41.0% |
| 1Y | +119.0% | -17.6% | +136.6% | +123.4% |
| 3Y | +1,092.0% | -20.0% | +1,112.0% | +1,117.5% |
| 5Y | +446.1% | +16.0% | +430.0% | +431.6% |
| 10Y | +1,381.7% | -76.7% | +1,458.4% | +1,880.7% |
| All | +2,898.2% | -71.6% | +2,969.8% | +2,916.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling