+124.7%
LITE vs PFGC
+13.7%
+111.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +5.0% |
| 7D | -35.9% | +8.5% | -44.5% | -33.7% |
| 30D | -51.5% | +15.0% | -66.5% | -49.2% |
| 3M | -35.7% | -6.2% | -29.6% | -36.2% |
| 6M | -43.0% | +15.7% | -58.7% | -42.7% |
| YTD | +46.1% | +19.6% | +26.6% | +49.5% |
| 1Y | +124.7% | +13.2% | +111.5% | +130.2% |
| All | +124.7% | +13.7% | +111.0% | +130.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling