+179.2%
LH vs PFGC
+292.9%
-113.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -4.7% | -4.8% | +0.1% | -3.7% |
| 30D | -3.5% | -12.5% | +9.1% | -0.7% |
| 3M | +17.7% | -9.7% | +27.4% | +20.1% |
| 6M | +15.8% | +7.0% | +8.8% | +13.8% |
| YTD | +25.1% | +4.5% | +20.6% | +23.0% |
| 1Y | +12.5% | -11.6% | +24.1% | +14.6% |
| 3Y | +59.8% | +58.5% | +1.3% | +42.4% |
| 5Y | +27.1% | +112.6% | -85.5% | +4.0% |
| All | +179.2% | +292.9% | -113.7% | +84.7% |
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