-97.0%
LCID vs PFG
+242.7%
-339.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.5% | -9.7% | -9.6% |
| 7D | -10.2% | +2.4% | -12.6% | -11.4% |
| 30D | -10.2% | +5.9% | -16.0% | -13.1% |
| 3M | -54.1% | -0.4% | -53.7% | -54.0% |
| 6M | -53.8% | +14.8% | -68.6% | -58.0% |
| YTD | -72.0% | +31.9% | -104.0% | -77.0% |
| 1Y | -80.5% | +38.8% | -119.3% | -84.5% |
| 3Y | -92.6% | +82.4% | -174.9% | -95.1% |
| 5Y | -99.3% | +94.7% | -194.0% | -99.5% |
| All | -97.0% | +242.7% | -339.7% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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