+2,259.5%
LITE vs PFGC
+283.5%
+1,976.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.1% |
| 7D | -1.5% | -2.2% | +0.7% | -1.0% |
| 30D | +6.7% | -11.9% | +18.6% | +9.6% |
| 3M | -6.8% | +5.0% | -11.8% | -8.7% |
| 6M | +29.4% | +8.6% | +20.8% | +25.5% |
| YTD | +139.1% | +9.7% | +129.4% | +130.0% |
| 1Y | +521.0% | -6.3% | +527.3% | +519.1% |
| 3Y | +1,535.3% | +58.2% | +1,477.1% | +1,347.1% |
| 5Y | +889.8% | +110.4% | +779.4% | +711.6% |
| All | +2,259.5% | +283.5% | +1,976.0% | +1,381.1% |
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