-76.3%
PCG vs LSCC
+1,486.2%
-1,562.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.4% | -11.3% | -2.3% |
| 7D | -2.2% | +14.5% | -16.7% | -4.2% |
| 30D | -0.5% | -0.1% | -0.4% | -0.9% |
| 3M | -24.0% | -2.7% | -21.3% | -24.3% |
| 6M | -18.6% | -4.8% | -13.8% | -19.7% |
| YTD | -17.7% | +66.9% | -84.5% | -26.0% |
| 1Y | -20.0% | +85.8% | -105.9% | -29.4% |
| 3Y | -20.2% | +115.6% | -135.8% | -35.0% |
| 5Y | +8.4% | +48.8% | -40.4% | -10.7% |
| All | -76.3% | +1,486.2% | -1,562.4% | -88.1% |
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