-77.6%
PCG vs LII
+162.0%
-239.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.4% |
| 7D | -1.6% | -0.6% | -1.0% | -1.4% |
| 30D | +1.4% | -4.6% | +6.0% | +2.3% |
| 3M | -23.4% | -21.2% | -2.2% | -18.0% |
| 6M | -19.4% | -36.4% | +17.1% | -9.3% |
| YTD | -18.5% | -28.9% | +10.4% | -12.2% |
| 1Y | -19.5% | -29.5% | +10.0% | -13.3% |
| 3Y | -21.0% | -8.6% | -12.4% | -26.0% |
| 5Y | +13.7% | +20.2% | -6.5% | -7.3% |
| All | -77.6% | +162.0% | -239.6% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling