+269.9%
LH vs PFGC
+419.1%
-149.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -2.5% | -2.2% | -0.3% | -2.0% |
| 30D | +4.3% | -11.9% | +16.3% | +7.1% |
| 3M | +25.5% | +5.0% | +20.5% | +24.1% |
| 6M | +17.0% | +8.6% | +8.4% | +14.6% |
| YTD | +31.3% | +9.7% | +21.6% | +27.8% |
| 1Y | +20.0% | -6.3% | +26.3% | +20.7% |
| 3Y | +63.9% | +58.2% | +5.7% | +46.2% |
| 5Y | +30.9% | +110.4% | -79.6% | +7.5% |
| 10Y | +191.4% | +272.8% | -81.4% | +91.2% |
| All | +269.9% | +419.1% | -149.2% | +127.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling