+26.0%
PCG vs LTH
+174.8%
-148.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.4% |
| 7D | -2.0% | -4.6% | +2.7% | -1.3% |
| 30D | -2.7% | +14.8% | -17.5% | -4.7% |
| 3M | -25.1% | +3.9% | -29.0% | -25.5% |
| 6M | -22.3% | +35.5% | -57.8% | -25.7% |
| YTD | -18.5% | +71.3% | -89.8% | -25.0% |
| 1Y | -21.8% | +75.7% | -97.5% | -28.4% |
| 3Y | -21.0% | +231.9% | -253.0% | -35.3% |
| 5Y | +8.1% | +130.5% | -122.4% | -11.6% |
| All | +26.0% | +174.8% | -148.9% | +3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling