+490.8%
LITE vs PFG
+91.4%
+399.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.7% |
| 7D | -35.9% | -0.6% | -35.3% | -35.7% |
| 30D | -51.5% | +2.0% | -53.5% | -52.2% |
| 3M | -35.7% | -3.2% | -32.6% | -35.2% |
| 6M | -43.0% | +10.9% | -53.9% | -48.1% |
| YTD | +46.1% | +28.8% | +17.3% | +19.4% |
| 1Y | +124.7% | +39.2% | +85.5% | +74.7% |
| 3Y | +1,172.1% | +75.0% | +1,097.0% | +763.6% |
| All | +490.8% | +91.4% | +399.4% | +277.2% |
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