-95.3%
LCID vs PFGC
+145.5%
-240.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.3% |
| 7D | +1.8% | -2.4% | +4.2% | +2.8% |
| 30D | -34.2% | -15.8% | -18.5% | -29.3% |
| 3M | -9.1% | -0.6% | -8.5% | -9.0% |
| 6M | -52.6% | +10.7% | -63.3% | -54.9% |
| YTD | -56.2% | +7.6% | -63.8% | -58.0% |
| 1Y | -74.9% | -7.8% | -67.1% | -74.3% |
| 3Y | -92.1% | +63.7% | -155.8% | -93.8% |
| 5Y | -97.6% | +112.3% | -209.8% | -98.3% |
| All | -95.3% | +145.5% | -240.9% | -96.7% |
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