+2,898.2%
LITE vs PFG
+221.9%
+2,676.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.8% | -14.8% | -16.9% |
| 7D | -44.6% | -0.7% | -43.8% | -44.3% |
| 30D | -55.0% | +2.8% | -57.9% | -55.7% |
| 3M | -38.3% | -1.0% | -37.3% | -38.5% |
| 6M | -48.8% | +13.6% | -62.3% | -52.7% |
| YTD | +38.3% | +31.1% | +7.2% | +18.7% |
| 1Y | +119.0% | +43.8% | +75.2% | +80.1% |
| 3Y | +1,092.0% | +75.0% | +1,017.0% | +804.1% |
| 5Y | +446.1% | +95.2% | +350.8% | +289.9% |
| 10Y | +1,381.7% | +207.5% | +1,174.2% | +714.0% |
| All | +2,898.2% | +221.9% | +2,676.4% | +1,483.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling