-36.2%
PCG vs LYV
+1,449.5%
-1,485.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +3.9% |
| 7D | +5.4% | -3.8% | +9.2% | +6.0% |
| 30D | -15.1% | -5.7% | -9.5% | -14.4% |
| 3M | -9.8% | +6.9% | -16.7% | -10.9% |
| 6M | -18.0% | +9.2% | -27.2% | -19.5% |
| YTD | -7.2% | +19.6% | -26.9% | -10.3% |
| 1Y | +2.9% | +0.6% | +2.2% | +2.0% |
| 3Y | -11.1% | +110.6% | -121.7% | -22.4% |
| 5Y | +61.8% | +96.6% | -34.8% | +40.0% |
| 10Y | -75.2% | +546.4% | -621.5% | -82.2% |
| All | -36.2% | +1,449.5% | -1,485.7% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling