+222.0%
LHX vs PFG
+251.1%
-29.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | -4.3% | -0.4% | -3.8% | -4.1% |
| 30D | -15.1% | +2.9% | -18.0% | -16.0% |
| 3M | -21.0% | +6.7% | -27.7% | -22.8% |
| 6M | -32.0% | +33.8% | -65.8% | -38.3% |
| YTD | -15.3% | +35.0% | -50.3% | -23.5% |
| 1Y | -11.1% | +46.4% | -57.5% | -21.9% |
| 3Y | +54.0% | +71.7% | -17.6% | +26.2% |
| 5Y | +17.1% | +113.7% | -96.6% | -13.3% |
| All | +222.0% | +251.1% | -29.0% | +69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling