-21.0%
PCG vs LH
+80.4%
-101.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.2% |
| 7D | -1.6% | +1.4% | -3.0% | -2.0% |
| 30D | +1.4% | +17.5% | -16.1% | -3.2% |
| 3M | -23.4% | +16.1% | -39.4% | -26.7% |
| 6M | -19.4% | +43.4% | -62.7% | -28.0% |
| YTD | -18.5% | +47.2% | -65.7% | -28.0% |
| 1Y | -19.5% | +50.1% | -69.7% | -29.6% |
| 3Y | -21.0% | +81.2% | -102.1% | -37.7% |
| All | -21.0% | +80.4% | -101.4% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling