-97.0%
LCID vs PFGC
+182.0%
-279.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.1% | -10.3% | -9.7% |
| 7D | -10.2% | +3.4% | -13.6% | -11.4% |
| 30D | -10.2% | +16.9% | -27.1% | -16.1% |
| 3M | -54.1% | +6.4% | -60.5% | -55.5% |
| 6M | -53.8% | +16.0% | -69.8% | -56.8% |
| YTD | -72.0% | +23.6% | -95.7% | -74.8% |
| 1Y | -80.5% | +16.6% | -97.1% | -82.0% |
| 3Y | -92.6% | +82.3% | -174.8% | -94.5% |
| 5Y | -99.3% | +138.7% | -238.0% | -99.6% |
| All | -97.0% | +182.0% | -279.0% | -98.0% |
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