+9.3%
PCG vs LH
+54.7%
-45.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +2.2% | +1.1% | +1.1% | +1.9% |
| 30D | +0.8% | +16.7% | -16.0% | -3.5% |
| 3M | -23.8% | +15.1% | -38.9% | -26.9% |
| 6M | -19.6% | +46.3% | -65.9% | -28.2% |
| YTD | -16.7% | +48.8% | -65.5% | -26.1% |
| 1Y | -19.4% | +39.7% | -59.1% | -27.2% |
| 3Y | -18.3% | +87.0% | -105.3% | -32.8% |
| All | +9.3% | +54.7% | -45.4% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling