-75.3%
PCG vs LH
+185.6%
-260.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.7% |
| 7D | +6.5% | -3.2% | +9.6% | +8.0% |
| 30D | -16.7% | +0.1% | -16.9% | -16.9% |
| 3M | -14.2% | +18.6% | -32.8% | -21.1% |
| 6M | -21.5% | +17.9% | -39.4% | -27.8% |
| YTD | -11.2% | +28.9% | -40.1% | -21.9% |
| 1Y | -4.2% | +16.6% | -20.8% | -12.0% |
| 3Y | -14.9% | +63.6% | -78.4% | -35.0% |
| 5Y | +54.2% | +30.0% | +24.2% | +28.9% |
| 10Y | -75.3% | +191.9% | -267.2% | -87.5% |
| All | -75.3% | +185.6% | -260.9% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded LH 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling