+16.0%
PCG vs LII
+22.0%
-6.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.6% | -0.7% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | +5.8% | -4.6% | +10.4% | +6.5% |
| 3M | -22.8% | -21.7% | -1.1% | -18.9% |
| 6M | -18.4% | -32.8% | +14.4% | -12.5% |
| YTD | -16.9% | -27.5% | +10.7% | -12.8% |
| 1Y | -17.6% | -28.0% | +10.4% | -13.6% |
| 3Y | -20.0% | -7.2% | -12.8% | -23.7% |
| 5Y | +16.0% | +22.6% | -6.6% | +1.5% |
| All | +16.0% | +22.0% | -6.0% | +1.5% |
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