+129.4%
LITE vs PFG
+43.7%
+85.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.0% | +6.6% | +10.4% |
| 7D | -12.9% | +2.3% | -15.2% | -12.5% |
| 30D | -46.0% | +7.6% | -53.6% | -45.4% |
| 3M | -33.0% | +2.5% | -35.6% | -32.7% |
| 6M | -34.0% | +16.6% | -50.7% | -37.6% |
| YTD | +61.7% | +34.1% | +27.7% | +37.1% |
| All | +129.4% | +43.7% | +85.7% | +88.5% |
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