-76.3%
PCG vs LYV
+564.6%
-640.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | -3.5% | -1.9% | -1.6% | -3.0% |
| 30D | -20.6% | -8.2% | -12.4% | -18.8% |
| 3M | -17.6% | -1.3% | -16.3% | -17.5% |
| 6M | -23.5% | +2.6% | -26.1% | -24.5% |
| YTD | -13.6% | +19.4% | -33.0% | -18.5% |
| 1Y | -11.3% | -2.2% | -9.1% | -12.0% |
| 3Y | -16.9% | +106.0% | -123.0% | -34.7% |
| 5Y | +50.8% | +97.7% | -46.9% | +14.2% |
| All | -76.3% | +564.6% | -640.9% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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