+1,568.0%
LITE vs PFGC
+346.1%
+1,221.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.4% |
| 7D | +22.6% | +0.3% | +22.3% | +22.5% |
| 30D | -36.8% | +16.1% | -52.9% | -39.3% |
| 3M | -33.0% | +2.4% | -35.4% | -33.8% |
| 6M | -37.1% | +15.7% | -52.8% | -40.1% |
| YTD | +69.5% | +22.3% | +47.2% | +58.1% |
| 1Y | +146.1% | +13.9% | +132.2% | +133.6% |
| 3Y | +1,440.8% | +80.3% | +1,360.5% | +1,216.2% |
| 5Y | +580.4% | +136.1% | +444.3% | +441.3% |
| All | +1,568.0% | +346.1% | +1,221.9% | +900.0% |
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