+546.2%
LITE vs PFG
+101.8%
+444.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.0% | +6.6% | +8.3% |
| 7D | -12.9% | +2.3% | -15.2% | -13.8% |
| 30D | -46.0% | +7.6% | -53.6% | -48.2% |
| 3M | -33.0% | +2.5% | -35.6% | -34.6% |
| 6M | -34.0% | +16.6% | -50.7% | -41.7% |
| YTD | +61.7% | +34.1% | +27.7% | +29.3% |
| 1Y | +148.3% | +44.1% | +104.2% | +89.5% |
| 3Y | +1,408.5% | +86.3% | +1,322.2% | +889.7% |
| 5Y | +546.2% | +101.6% | +444.6% | +302.0% |
| All | +546.2% | +101.8% | +444.4% | +302.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling