+54.5%
PCG vs LVS
+8.8%
+45.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.8% | +2.5% |
| 7D | -13.9% | -1.5% | -12.4% | -13.6% |
| 30D | -16.9% | -3.2% | -13.6% | -16.4% |
| 3M | -14.7% | -12.0% | -2.8% | -13.1% |
| 6M | -23.8% | -19.9% | -3.9% | -21.4% |
| YTD | -10.5% | -30.6% | +20.1% | -5.7% |
| 1Y | -5.1% | -17.7% | +12.6% | -3.3% |
| 3Y | -11.6% | -14.2% | +2.6% | -12.2% |
| All | +54.5% | +8.8% | +45.6% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling