+259.1%
LRCX vs PCG
-20.2%
+279.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.0% | +6.2% |
| 7D | +6.5% | -2.2% | +8.8% | +6.8% |
| 30D | -23.8% | -0.5% | -23.3% | -23.7% |
| 3M | -24.2% | -24.0% | -0.2% | -22.0% |
| 6M | -20.2% | -18.6% | -1.6% | -18.9% |
| YTD | +38.2% | -17.7% | +55.9% | +40.9% |
| 1Y | +48.9% | -20.0% | +68.9% | +52.8% |
| All | +259.1% | -20.2% | +279.3% | +257.9% |
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