-19.6%
PCG vs LII
+3,124.4%
-3,144.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.3% | +2.2% |
| 7D | -13.9% | -0.7% | -13.1% | -13.7% |
| 30D | -16.9% | -12.6% | -4.3% | -15.0% |
| 3M | -14.7% | -24.4% | +9.7% | -11.3% |
| 6M | -23.8% | -28.7% | +4.9% | -20.2% |
| YTD | -10.5% | -19.1% | +8.6% | -8.2% |
| 1Y | -5.1% | -29.7% | +24.6% | -0.7% |
| 3Y | -11.6% | +4.8% | -16.4% | -14.4% |
| 5Y | +59.0% | +24.6% | +34.5% | +47.8% |
| 10Y | -75.7% | +169.2% | -244.9% | -79.8% |
| All | -19.6% | +3,124.4% | -3,144.0% | -43.6% |
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