-16.4%
LBRT vs PFGC
+234.5%
-250.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | -1.9% | +1.5% | -3.4% | -2.4% |
| 30D | -32.0% | +17.4% | -49.4% | -37.2% |
| 3M | -39.7% | -2.4% | -37.3% | -40.1% |
| 6M | -61.1% | +18.2% | -79.3% | -64.6% |
| YTD | -29.4% | +23.7% | -53.1% | -37.7% |
| 1Y | -24.5% | +15.0% | -39.4% | -31.4% |
| 3Y | -28.1% | +82.3% | -110.4% | -46.2% |
| 5Y | +23.9% | +131.9% | -108.0% | -20.0% |
| All | -16.4% | +234.5% | -250.8% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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