+105.7%
PCG vs LNT
+3,155.8%
-3,050.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.5% |
| 7D | -13.9% | -0.1% | -13.8% | -13.8% |
| 30D | -16.9% | -3.2% | -13.7% | -15.1% |
| 3M | -14.7% | -4.1% | -10.7% | -12.5% |
| 6M | -23.8% | -4.6% | -19.3% | -21.6% |
| YTD | -10.5% | +7.0% | -17.5% | -14.3% |
| 1Y | -5.1% | +8.3% | -13.4% | -9.8% |
| 3Y | -11.6% | +51.0% | -62.6% | -32.2% |
| 5Y | +59.0% | +30.2% | +28.8% | +31.5% |
| 10Y | -75.7% | +143.6% | -219.3% | -86.0% |
| All | +105.7% | +3,155.8% | -3,050.1% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling