+232.7%
LITE vs PFG
+46.8%
+185.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.1% | -12.0% | -7.1% |
| 7D | -31.4% | +4.9% | -36.3% | -30.7% |
| 30D | -42.6% | +5.7% | -48.2% | -41.9% |
| 3M | -26.2% | +2.6% | -28.8% | -25.5% |
| 6M | -35.8% | +19.8% | -55.6% | -38.5% |
| YTD | +70.0% | +36.3% | +33.8% | +51.7% |
| 1Y | +232.7% | +47.9% | +184.9% | +198.4% |
| All | +232.7% | +46.8% | +185.9% | +198.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling