-99.3%
LCID vs PFG
+91.4%
-190.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.7% | +12.1% | +11.8% |
| 7D | +8.9% | -0.6% | +9.6% | +10.0% |
| 30D | -15.4% | +2.0% | -17.4% | -16.6% |
| 3M | -52.9% | -3.2% | -49.7% | -51.9% |
| 6M | -46.8% | +10.9% | -57.8% | -51.8% |
| YTD | -68.9% | +28.8% | -97.7% | -75.4% |
| 1Y | -81.7% | +39.2% | -120.9% | -86.4% |
| 3Y | -92.4% | +75.0% | -167.4% | -95.6% |
| All | -99.3% | +91.4% | -190.7% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling