-76.0%
PCG vs LII
+168.6%
-244.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.3% | +2.1% |
| 7D | -13.9% | -0.7% | -13.1% | -13.5% |
| 30D | -16.9% | -12.6% | -4.3% | -13.3% |
| 3M | -14.7% | -24.4% | +9.7% | -8.4% |
| 6M | -23.8% | -28.7% | +4.9% | -17.1% |
| YTD | -10.5% | -19.1% | +8.6% | -6.8% |
| 1Y | -5.1% | -29.7% | +24.6% | +3.0% |
| 3Y | -11.6% | +4.8% | -16.4% | -20.4% |
| 5Y | +59.0% | +24.6% | +34.5% | +30.6% |
| All | -76.0% | +168.6% | -244.6% | -85.0% |
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