-80.5%
LCID vs PFGC
+15.6%
-96.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -16.2% |
| 3M | -54.1% | +6.4% | -60.5% | -55.6% |
| 6M | -53.8% | +16.0% | -69.8% | -56.7% |
| YTD | -72.0% | +23.6% | -95.7% | -75.0% |
| 1Y | -80.5% | +16.6% | -97.1% | -82.1% |
| All | -80.5% | +15.6% | -96.1% | -82.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling