+84.2%
PCG vs LH
+1,562.0%
-1,477.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -1.6% | +1.4% | -3.0% | -1.8% |
| 30D | +1.4% | +17.5% | -16.1% | -0.7% |
| 3M | -23.4% | +16.1% | -39.4% | -24.9% |
| 6M | -19.4% | +43.4% | -62.7% | -23.0% |
| YTD | -18.5% | +47.2% | -65.7% | -22.5% |
| 1Y | -19.5% | +50.1% | -69.7% | -23.7% |
| 3Y | -21.0% | +81.2% | -102.1% | -26.9% |
| 5Y | +13.7% | +63.7% | -50.0% | +5.9% |
| 10Y | -77.2% | +269.2% | -346.3% | -80.4% |
| All | +84.2% | +1,562.0% | -1,477.8% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling