+129.4%
LITE vs PFGC
+12.0%
+117.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.0% | +6.7% | +11.8% |
| 7D | -12.9% | +10.8% | -23.7% | -9.5% |
| 30D | -46.0% | +17.8% | -63.8% | -43.0% |
| 3M | -33.0% | -2.7% | -30.3% | -32.9% |
| 6M | -34.0% | +20.0% | -54.1% | -33.3% |
| YTD | +61.7% | +24.3% | +37.4% | +66.8% |
| All | +129.4% | +12.0% | +117.4% | +142.7% |
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