+42.8%
PCG vs LYV
+93.4%
-50.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | -3.5% | -1.9% | -1.6% | -3.2% |
| 30D | -20.6% | -8.2% | -12.4% | -19.4% |
| 3M | -17.6% | -1.3% | -16.3% | -17.5% |
| 6M | -23.5% | +2.6% | -26.1% | -24.2% |
| YTD | -13.6% | +19.4% | -33.0% | -16.9% |
| 1Y | -11.3% | -2.2% | -9.1% | -11.6% |
| 3Y | -16.9% | +106.0% | -123.0% | -29.0% |
| All | +42.8% | +93.4% | -50.5% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling