+388.9%
LRCX vs PCG
-15.4%
+404.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.8% | -0.9% |
| 7D | +9.5% | +6.5% | +3.1% | +8.8% |
| 30D | +3.1% | -16.7% | +19.8% | +5.1% |
| 3M | -3.4% | -14.2% | +10.8% | -2.1% |
| 6M | +49.7% | -21.5% | +71.1% | +53.8% |
| YTD | +84.9% | -11.2% | +96.0% | +86.8% |
| 1Y | +200.8% | -4.2% | +205.0% | +199.9% |
| All | +388.9% | -15.4% | +404.2% | +375.3% |
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 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