+91.1%
PCG vs LNT
+3,435.0%
-3,343.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -0.5% | +1.6% | -2.0% | -1.4% |
| 30D | +0.8% | +12.1% | -11.3% | -6.5% |
| 3M | -22.0% | +8.2% | -30.2% | -25.9% |
| 6M | -17.1% | +3.6% | -20.7% | -19.1% |
| YTD | -16.9% | +16.2% | -33.0% | -24.5% |
| 1Y | -19.1% | +12.8% | -31.9% | -25.1% |
| 3Y | -19.4% | +66.5% | -86.0% | -42.1% |
| 5Y | +9.0% | +53.8% | -44.8% | -18.9% |
| 10Y | -76.2% | +182.5% | -258.7% | -87.5% |
| All | +91.1% | +3,435.0% | -3,343.9% | -69.7% |
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 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