0.0%
PCG vs LVS
-16.4%
+16.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.7% |
| 7D | +5.4% | +0.3% | +5.1% | +5.4% |
| 30D | -15.1% | -3.9% | -11.2% | -14.9% |
| 3M | -9.8% | -12.9% | +3.0% | -9.3% |
| 6M | -18.0% | -16.9% | -1.1% | -17.5% |
| YTD | -7.2% | -31.2% | +24.0% | -5.3% |
| All | 0.0% | -16.4% | +16.4% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling