+14.1%
PCG vs LII
+19.9%
-5.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.6% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | +1.4% | -4.6% | +6.0% | +2.1% |
| 3M | -23.4% | -21.2% | -2.2% | -19.7% |
| 6M | -19.4% | -36.4% | +17.1% | -12.4% |
| YTD | -18.5% | -28.9% | +10.4% | -14.1% |
| 1Y | -19.5% | -29.5% | +10.0% | -15.2% |
| 3Y | -21.0% | -8.6% | -12.4% | -24.5% |
| All | +14.1% | +19.9% | -5.8% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling