+102.2%
PCG vs LH
+1,382.1%
-1,279.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.6% |
| 7D | -13.9% | -2.5% | -11.4% | -13.6% |
| 30D | -16.9% | +4.3% | -21.2% | -17.3% |
| 3M | -14.7% | +25.5% | -40.3% | -17.2% |
| 6M | -23.8% | +17.0% | -40.8% | -25.4% |
| YTD | -10.5% | +31.3% | -41.8% | -13.6% |
| 1Y | -5.1% | +20.0% | -25.1% | -7.4% |
| 3Y | -11.6% | +63.9% | -75.5% | -17.2% |
| 5Y | +59.0% | +30.9% | +28.2% | +52.1% |
| 10Y | -75.7% | +191.4% | -267.1% | -78.7% |
| All | +102.2% | +1,382.1% | -1,279.9% | +60.8% |
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