-22.5%
LBRT vs PFGC
+223.3%
-245.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.0% | +7.4% | +6.1% |
| 7D | -29.1% | +8.5% | -37.7% | -32.3% |
| 30D | -38.4% | +15.0% | -53.4% | -42.7% |
| 3M | -40.1% | -6.2% | -33.9% | -39.6% |
| 6M | -62.9% | +15.7% | -78.6% | -66.0% |
| YTD | -34.5% | +19.6% | -54.1% | -41.5% |
| 1Y | -30.2% | +13.2% | -43.4% | -36.3% |
| 3Y | -37.5% | +77.0% | -114.4% | -52.7% |
| 5Y | +7.6% | +121.5% | -113.9% | -29.4% |
| All | -22.5% | +223.3% | -245.8% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling