+163.0%
LITE vs PFG
+37.6%
+125.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.5% |
| 7D | +10.8% | +2.4% | +8.4% | +10.6% |
| 30D | -33.4% | +5.9% | -39.3% | -32.7% |
| 3M | -32.2% | -0.4% | -31.8% | -31.8% |
| 6M | -42.1% | +14.8% | -56.9% | -45.0% |
| YTD | +61.9% | +31.9% | +29.9% | +39.2% |
| 1Y | +163.0% | +38.8% | +124.2% | +114.5% |
| All | +163.0% | +37.6% | +125.4% | +114.5% |
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