-18.6%
PCG vs LTH
+240.3%
-258.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -1.1% | +7.0% | -8.1% | -2.0% |
| 30D | +0.1% | +15.4% | -15.4% | -2.0% |
| 3M | -24.4% | +7.0% | -31.5% | -25.1% |
| 6M | -17.7% | +46.9% | -64.5% | -21.8% |
| YTD | -17.4% | +76.4% | -93.8% | -23.9% |
| 1Y | -19.4% | +83.7% | -103.1% | -26.2% |
| 3Y | -18.6% | +248.9% | -267.5% | -34.1% |
| All | -18.6% | +240.3% | -258.9% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling