+9.0%
PCG vs LSCC
+40.9%
-31.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | -0.5% | +5.0% | -5.5% | -0.9% |
| 30D | +0.8% | -11.7% | +12.5% | +1.5% |
| 3M | -22.0% | -13.3% | -8.7% | -21.5% |
| 6M | -17.1% | -12.5% | -4.6% | -17.2% |
| YTD | -16.9% | +51.2% | -68.1% | -21.8% |
| 1Y | -19.1% | +65.9% | -85.0% | -24.7% |
| 3Y | -19.4% | +95.3% | -114.8% | -29.4% |
| 5Y | +9.0% | +38.6% | -29.6% | -8.5% |
| All | +9.0% | +40.9% | -31.9% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling