-33.1%
PCG vs LVS
+54.5%
-87.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | -1.1% | +5.2% | -6.2% | -1.4% |
| 30D | +0.1% | +12.0% | -11.9% | -0.8% |
| 3M | -24.4% | -11.5% | -12.9% | -23.8% |
| 6M | -17.7% | -23.2% | +5.6% | -16.1% |
| YTD | -17.4% | -36.7% | +19.3% | -14.8% |
| 1Y | -19.4% | -36.8% | +17.4% | -16.8% |
| 3Y | -18.6% | -10.5% | -8.1% | -18.8% |
| 5Y | +10.2% | +5.1% | +5.1% | +7.5% |
| 10Y | -76.7% | -14.0% | -62.7% | -77.2% |
| All | -33.1% | +54.5% | -87.6% | -33.2% |
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