+30.0%
LH vs PFGC
+111.7%
-81.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -3.2% | -3.7% | +0.5% | -2.4% |
| 30D | +0.1% | -16.0% | +16.1% | +3.8% |
| 3M | +18.6% | -4.1% | +22.8% | +19.5% |
| 6M | +17.9% | +8.7% | +9.2% | +15.5% |
| YTD | +28.9% | +6.4% | +22.6% | +26.3% |
| 1Y | +16.6% | -8.4% | +25.0% | +18.0% |
| 3Y | +63.6% | +61.8% | +1.8% | +45.1% |
| 5Y | +30.0% | +108.7% | -78.7% | +8.5% |
| All | +30.0% | +111.7% | -81.6% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling