-10.5%
PCG vs LH
+64.2%
-74.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.8% |
| 7D | -13.9% | -2.5% | -11.4% | -13.2% |
| 30D | -16.9% | +4.3% | -21.2% | -18.0% |
| 3M | -14.7% | +25.5% | -40.3% | -20.8% |
| 6M | -23.8% | +17.0% | -40.8% | -27.7% |
| YTD | -10.5% | +31.3% | -41.8% | -18.2% |
| 1Y | -5.1% | +20.0% | -25.1% | -11.0% |
| All | -10.5% | +64.2% | -74.8% | -24.7% |
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