-10.5%
PCG vs LSCC
+20.0%
-30.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.4% |
| 7D | -13.9% | +1.3% | -15.2% | -13.9% |
| 30D | -16.9% | -9.7% | -7.2% | -16.6% |
| 3M | -14.7% | -23.7% | +9.0% | -14.1% |
| 6M | -23.8% | +26.5% | -50.3% | -25.3% |
| YTD | -10.5% | +57.5% | -68.0% | -13.3% |
| 1Y | -5.1% | +75.7% | -80.8% | -8.7% |
| All | -10.5% | +20.0% | -30.5% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling