-16.0%
PCG vs LTH
+84.0%
-100.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.5% | +0.1% |
| 7D | +1.9% | +9.9% | -8.0% | +0.8% |
| 30D | +8.5% | +18.3% | -9.8% | +6.4% |
| 3M | -22.9% | +5.9% | -28.8% | -23.4% |
| 6M | -16.8% | +80.3% | -97.1% | -19.7% |
| YTD | -15.8% | +78.3% | -94.1% | -19.5% |
| 1Y | -16.0% | +81.0% | -97.0% | -19.9% |
| All | -16.0% | +84.0% | -100.0% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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