+16.3%
PG vs LTH
+156.3%
-140.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | -0.4% | +1.5% | -2.0% | -0.5% |
| 30D | -0.1% | -3.1% | +2.9% | +0.1% |
| 3M | +1.1% | +28.1% | -27.0% | -0.7% |
| 6M | -3.8% | +67.4% | -71.2% | -7.4% |
| YTD | +3.8% | +59.8% | -55.9% | +0.2% |
| 1Y | -5.8% | +45.6% | -51.3% | -8.6% |
| 3Y | +3.0% | +162.0% | -159.0% | -4.8% |
| All | +16.3% | +156.3% | -140.0% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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