+30.0%
LH vs PFG
+109.8%
-79.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -3.2% | +3.2% | -6.4% | -4.3% |
| 30D | +0.1% | +0.9% | -0.8% | -0.3% |
| 3M | +18.6% | +7.7% | +10.9% | +15.4% |
| 6M | +17.9% | +29.0% | -11.0% | +7.9% |
| YTD | +28.9% | +32.5% | -3.5% | +16.6% |
| 1Y | +16.6% | +47.3% | -30.7% | +1.4% |
| 3Y | +63.6% | +68.2% | -4.7% | +33.7% |
| 5Y | +30.0% | +108.5% | -78.5% | +0.7% |
| All | +30.0% | +109.8% | -79.8% | +0.7% |
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