-25.3%
PCG vs LII
+2,790.7%
-2,816.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.6% | -0.8% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | +5.8% | -4.6% | +10.4% | +6.4% |
| 3M | -22.8% | -21.7% | -1.1% | -19.8% |
| 6M | -18.4% | -32.8% | +14.4% | -13.8% |
| YTD | -16.9% | -27.5% | +10.7% | -13.4% |
| 1Y | -17.6% | -28.0% | +10.4% | -14.2% |
| 3Y | -20.0% | -7.2% | -12.8% | -21.0% |
| 5Y | +16.0% | +22.6% | -6.6% | +8.0% |
| 10Y | -76.7% | +171.5% | -248.2% | -80.5% |
| All | -25.3% | +2,790.7% | -2,816.0% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling