-21.0%
PCG vs LTH
+268.4%
-289.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.8% |
| 7D | -1.6% | +4.5% | -6.1% | -2.2% |
| 30D | +1.4% | +16.3% | -14.9% | -0.8% |
| 3M | -23.4% | +8.4% | -31.8% | -24.2% |
| 6M | -19.4% | +40.3% | -59.7% | -22.9% |
| YTD | -18.5% | +77.3% | -95.8% | -24.8% |
| 1Y | -19.5% | +88.0% | -107.5% | -26.4% |
| 3Y | -21.0% | +274.3% | -295.3% | -35.7% |
| All | -21.0% | +268.4% | -289.4% | -35.7% |
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 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