-27.5%
PCG vs LVS
+69.2%
-96.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.8% | +2.5% |
| 7D | -13.9% | -1.5% | -12.4% | -13.7% |
| 30D | -16.9% | -3.2% | -13.6% | -16.6% |
| 3M | -14.7% | -12.0% | -2.8% | -13.9% |
| 6M | -23.8% | -19.9% | -3.9% | -22.7% |
| YTD | -10.5% | -30.6% | +20.1% | -8.3% |
| 1Y | -5.1% | -17.7% | +12.6% | -4.1% |
| 3Y | -11.6% | -14.2% | +2.6% | -11.6% |
| 5Y | +59.0% | +9.6% | +49.4% | +54.3% |
| 10Y | -75.7% | +5.7% | -81.4% | -76.5% |
| All | -27.5% | +69.2% | -96.7% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling