+28.7%
PCG vs LTH
+180.7%
-152.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.8% |
| 7D | +2.2% | -1.3% | +3.4% | +2.3% |
| 30D | +0.8% | +15.7% | -14.9% | -1.4% |
| 3M | -23.8% | +5.0% | -28.8% | -24.4% |
| 6M | -19.6% | +37.7% | -57.3% | -23.3% |
| YTD | -16.7% | +75.0% | -91.7% | -23.7% |
| 1Y | -19.4% | +82.6% | -102.0% | -26.6% |
| 3Y | -18.3% | +241.3% | -259.6% | -33.3% |
| 5Y | +10.4% | +135.4% | -125.0% | -10.0% |
| All | +28.7% | +180.7% | -152.1% | +5.2% |
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