-77.6%
PCG vs LSCC
+1,244.7%
-1,322.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.1% | -9.1% | -2.9% |
| 7D | -1.6% | +13.0% | -14.6% | -3.3% |
| 30D | +1.4% | -19.8% | +21.2% | +4.0% |
| 3M | -23.4% | -18.4% | -5.0% | -21.8% |
| 6M | -19.4% | -16.1% | -3.3% | -19.1% |
| YTD | -18.5% | +42.7% | -61.2% | -25.1% |
| 1Y | -19.5% | +68.0% | -87.5% | -28.0% |
| 3Y | -21.0% | +85.8% | -106.8% | -34.3% |
| 5Y | +13.7% | +28.0% | -14.3% | -4.4% |
| All | -77.6% | +1,244.7% | -1,322.3% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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