-75.3%
PCG vs LVS
+0.3%
-75.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -3.9% |
| 7D | +6.5% | -2.7% | +9.2% | +7.1% |
| 30D | -16.7% | -4.7% | -12.0% | -15.7% |
| 3M | -14.2% | -15.6% | +1.4% | -10.8% |
| 6M | -21.5% | -18.6% | -2.8% | -18.0% |
| YTD | -11.2% | -32.3% | +21.1% | -3.5% |
| 1Y | -4.2% | -18.0% | +13.8% | -1.3% |
| 3Y | -14.9% | -5.8% | -9.0% | -17.5% |
| 5Y | +54.2% | +5.7% | +48.5% | +36.5% |
| 10Y | -75.3% | 0.0% | -75.3% | -78.8% |
| All | -75.3% | +0.3% | -75.6% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 10y: compounded portfolio wealth divided by compounded LVS 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…
10y analysis · Full analysis span regression · 6 months rolling