-75.9%
PCG vs LNT
+148.3%
-224.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.4% |
| 7D | +0.5% | -1.1% | +1.6% | +1.4% |
| 30D | -18.9% | -1.9% | -17.0% | -17.6% |
| 3M | -15.8% | -7.2% | -8.7% | -10.9% |
| 6M | -22.6% | -3.9% | -18.7% | -20.2% |
| YTD | -12.2% | +5.9% | -18.1% | -16.1% |
| 1Y | -7.1% | +8.4% | -15.4% | -12.8% |
| 3Y | -15.8% | +46.6% | -62.4% | -38.4% |
| 5Y | +53.3% | +32.4% | +20.9% | +18.5% |
| All | -75.9% | +148.3% | -224.2% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LNT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling