-21.8%
PCG vs LH
+41.7%
-63.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.0% | +2.5% | -4.4% | -2.4% |
| 30D | -2.7% | +18.7% | -21.4% | -5.5% |
| 3M | -25.1% | +15.3% | -40.4% | -26.8% |
| 6M | -22.3% | +45.4% | -67.7% | -28.5% |
| YTD | -18.5% | +49.5% | -68.0% | -24.6% |
| 1Y | -21.8% | +41.4% | -63.2% | -28.3% |
| All | -21.8% | +41.7% | -63.5% | -28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling