-19.4%
PCG vs LSCC
+72.6%
-92.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.5% | +7.6% | +2.2% |
| 7D | +2.2% | +7.0% | -4.8% | +2.0% |
| 30D | +0.8% | -2.3% | +3.1% | +0.7% |
| 3M | -23.8% | -12.5% | -11.3% | -23.7% |
| 6M | -19.6% | -10.6% | -9.0% | -20.2% |
| YTD | -16.7% | +52.7% | -69.4% | -17.8% |
| 1Y | -19.4% | +74.0% | -93.3% | -19.2% |
| All | -19.4% | +72.6% | -92.0% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling