-19.4%
PCG vs LCID
-93.7%
+74.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -11.6% | +10.3% | -0.9% |
| 7D | 0.0% | -6.9% | +6.9% | +0.2% |
| 30D | +5.8% | -28.4% | +34.2% | +6.8% |
| 3M | -22.8% | -55.5% | +32.8% | -21.0% |
| 6M | -18.4% | -52.3% | +33.9% | -17.2% |
| YTD | -16.9% | -71.8% | +55.0% | -14.0% |
| 1Y | -17.6% | -82.7% | +65.1% | -12.9% |
| All | -19.4% | -93.7% | +74.3% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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