+321.2%
LH vs PFGC
+485.3%
-164.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +1.2% | +1.5% | -0.3% | +0.9% |
| 30D | +18.0% | +17.4% | +0.6% | +13.8% |
| 3M | +15.7% | -2.4% | +18.1% | +15.9% |
| 6M | +46.6% | +18.2% | +28.4% | +41.0% |
| YTD | +49.5% | +23.7% | +25.8% | +41.5% |
| 1Y | +40.2% | +15.0% | +25.2% | +34.8% |
| 3Y | +87.6% | +82.3% | +5.2% | +62.2% |
| 5Y | +59.3% | +131.9% | -72.7% | +28.2% |
| 10Y | +266.1% | +353.0% | -86.9% | +130.7% |
| All | +321.2% | +485.3% | -164.1% | +151.9% |
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