+825.6%
LH vs PFG
+1,015.3%
-189.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -1.1% |
| 7D | -2.5% | +5.5% | -8.0% | -3.7% |
| 30D | +4.3% | +2.4% | +2.0% | +3.7% |
| 3M | +25.5% | +13.6% | +11.9% | +21.9% |
| 6M | +17.0% | +27.9% | -10.9% | +10.6% |
| YTD | +31.3% | +35.6% | -4.3% | +22.4% |
| 1Y | +20.0% | +48.5% | -28.5% | +9.5% |
| 3Y | +63.9% | +66.9% | -3.0% | +44.9% |
| 5Y | +30.9% | +111.0% | -80.1% | +9.0% |
| 10Y | +191.4% | +244.5% | -53.1% | +111.0% |
| All | +825.6% | +1,015.3% | -189.6% | +286.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling