+38.3%
PCG vs LTH
+160.9%
-122.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.4% |
| 7D | -13.9% | -0.6% | -13.2% | -13.7% |
| 30D | -16.9% | -4.6% | -12.3% | -16.2% |
| 3M | -14.7% | +32.8% | -47.5% | -18.1% |
| 6M | -23.8% | +64.6% | -88.4% | -29.3% |
| YTD | -10.5% | +62.6% | -73.1% | -17.0% |
| 1Y | -5.1% | +49.9% | -55.1% | -11.0% |
| 3Y | -11.6% | +151.3% | -162.9% | -24.7% |
| All | +38.3% | +160.9% | -122.6% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling