+27.2%
PCG vs LTH
+186.8%
-159.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | -0.5% | +17.7% | -18.2% | -2.9% |
| 3M | -24.0% | +8.5% | -32.4% | -24.9% |
| 6M | -18.6% | +46.9% | -65.6% | -23.0% |
| YTD | -17.7% | +78.8% | -96.5% | -24.7% |
| 1Y | -20.0% | +84.9% | -104.9% | -27.3% |
| 3Y | -20.2% | +246.4% | -266.6% | -35.0% |
| 5Y | +8.4% | +129.6% | -121.2% | -12.0% |
| All | +27.2% | +186.8% | -159.6% | +3.7% |
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