+1,402.3%
LITE vs PFGC
+347.9%
+1,054.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.1% |
| 7D | -35.9% | +8.5% | -44.5% | -37.5% |
| 30D | -51.5% | +15.0% | -66.5% | -53.4% |
| 3M | -35.7% | -6.2% | -29.6% | -35.4% |
| 6M | -43.0% | +15.7% | -58.7% | -45.8% |
| YTD | +46.1% | +19.6% | +26.6% | +36.9% |
| 1Y | +124.7% | +13.2% | +111.5% | +113.2% |
| 3Y | +1,172.1% | +77.0% | +1,095.1% | +990.5% |
| 5Y | +477.0% | +121.5% | +355.6% | +364.5% |
| All | +1,402.3% | +347.9% | +1,054.4% | +818.4% |
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