+1,533.3%
LITE vs PFGC
+360.0%
+1,173.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.0% | +6.7% | +9.8% |
| 7D | -12.9% | +10.8% | -23.7% | -15.2% |
| 30D | -46.0% | +17.8% | -63.8% | -48.3% |
| 3M | -33.0% | -2.7% | -30.3% | -33.1% |
| 6M | -34.0% | +20.0% | -54.1% | -37.8% |
| YTD | +61.7% | +24.3% | +37.4% | +50.3% |
| 1Y | +148.3% | +13.2% | +135.1% | +136.0% |
| 3Y | +1,408.5% | +85.9% | +1,322.6% | +1,180.0% |
| 5Y | +546.2% | +141.0% | +405.1% | +411.5% |
| 10Y | +1,533.3% | +370.6% | +1,162.7% | +879.0% |
| All | +1,533.3% | +360.0% | +1,173.4% | +879.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling