+3,546.5%
LRCX vs PCG
-75.6%
+3,622.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.5% |
| 7D | +1.8% | +0.5% | +1.3% | +1.8% |
| 30D | -4.3% | -18.9% | +14.6% | -1.9% |
| 3M | -7.3% | -15.8% | +8.5% | -5.7% |
| 6M | +38.6% | -22.6% | +61.1% | +42.6% |
| YTD | +74.4% | -12.2% | +86.6% | +76.1% |
| 1Y | +179.1% | -7.1% | +186.2% | +179.4% |
| 3Y | +357.7% | -15.8% | +373.5% | +360.8% |
| 5Y | +424.9% | +53.3% | +371.5% | +386.3% |
| All | +3,546.5% | -75.6% | +3,622.0% | +3,286.9% |
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 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