-19.1%
PCG vs LII
-28.7%
+9.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | +0.8% | -2.4% | +3.1% | +0.8% |
| 3M | -22.0% | -17.5% | -4.5% | -20.1% |
| 6M | -17.1% | -32.8% | +15.7% | -13.6% |
| YTD | -16.9% | -27.7% | +10.8% | -13.9% |
| 1Y | -19.1% | -28.1% | +9.0% | -16.7% |
| All | -19.1% | -28.7% | +9.6% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling