-75.6%
PCG vs LNT
+150.5%
-226.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.4% |
| 7D | +6.5% | +0.2% | +6.3% | +6.4% |
| 30D | -16.7% | -0.5% | -16.2% | -16.3% |
| 3M | -14.2% | -5.5% | -8.6% | -10.4% |
| 6M | -21.5% | -3.8% | -17.7% | -19.2% |
| YTD | -11.2% | +6.8% | -18.0% | -15.7% |
| 1Y | -4.2% | +9.3% | -13.5% | -10.7% |
| 3Y | -14.9% | +47.9% | -62.8% | -38.1% |
| 5Y | +54.2% | +31.6% | +22.6% | +20.0% |
| All | -75.6% | +150.5% | -226.2% | -88.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling