+290.2%
LRCX vs PCG
+7.9%
+282.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +26.2% | -2.0% | +28.2% | +26.8% |
| 30D | -22.4% | -2.7% | -19.7% | -21.8% |
| 3M | -28.2% | -25.1% | -3.2% | -23.4% |
| 6M | -19.0% | -22.3% | +3.3% | -14.9% |
| YTD | +37.0% | -18.5% | +55.5% | +41.6% |
| 1Y | +45.5% | -21.8% | +67.3% | +52.4% |
| 3Y | +249.7% | -21.0% | +270.7% | +252.1% |
| All | +290.2% | +7.9% | +282.3% | +220.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling