-19.6%
PCG vs LNT
+61.3%
-80.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.2% |
| 7D | -1.6% | +1.4% | -3.0% | -2.6% |
| 30D | +1.4% | +12.3% | -10.9% | -7.2% |
| 3M | -23.4% | +5.3% | -28.7% | -26.4% |
| 6M | -19.4% | +2.0% | -21.4% | -20.8% |
| YTD | -18.5% | +15.3% | -33.8% | -26.7% |
| 1Y | -19.5% | +12.3% | -31.8% | -26.3% |
| All | -19.6% | +61.3% | -80.9% | -44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling