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  • LITE vs PCG✓SelectedUSD · PCGLITE vs PCG performance historyLatest closeAs of+4.00%09/04
Stock and ETF performance explorer

LITE vs PCG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,083.9%
PCG return
-69.4%
Excess return
+5,153.3%
Maximum drawdown
-66.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPCGExcessAlpha
1D+4.0%+2.4%+1.6%+3.7%
7D-1.5%-13.9%+12.3%-0.1%
30D+6.7%-16.9%+23.5%+8.7%
3M-6.8%-14.7%+8.0%-5.4%
6M+29.4%-23.8%+53.3%+33.3%
YTD+139.1%-10.5%+149.6%+141.2%
1Y+521.0%-5.1%+526.1%+521.1%
3Y+1,535.3%-11.6%+1,546.9%+1,547.6%
5Y+889.8%+59.0%+830.8%+828.4%
10Y+2,400.7%-75.7%+2,476.5%+3,255.1%
All+5,083.9%-69.4%+5,153.3%+5,060.6%

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