+9.0%
PCG vs LTH
+145.7%
-136.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -0.5% | +6.4% | -6.8% | -1.4% |
| 30D | +0.8% | +16.7% | -16.0% | -1.6% |
| 3M | -22.0% | +11.7% | -33.7% | -23.3% |
| 6M | -17.1% | +48.5% | -65.6% | -21.8% |
| YTD | -16.9% | +78.4% | -95.3% | -24.1% |
| 1Y | -19.1% | +89.7% | -108.7% | -26.8% |
| 3Y | -19.4% | +245.6% | -265.1% | -34.7% |
| 5Y | +9.0% | +142.7% | -133.7% | -11.0% |
| All | +9.0% | +145.7% | -136.7% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling