-19.5%
PCG vs LTH
+84.4%
-104.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.8% |
| 7D | -1.6% | +4.5% | -6.1% | -2.1% |
| 30D | +1.4% | +16.3% | -14.9% | -0.5% |
| 3M | -23.4% | +8.4% | -31.8% | -24.0% |
| 6M | -19.4% | +40.3% | -59.7% | -21.2% |
| YTD | -18.5% | +77.3% | -95.8% | -22.4% |
| 1Y | -19.5% | +88.0% | -107.5% | -24.1% |
| All | -19.5% | +84.4% | -104.0% | -24.1% |
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