+542.4%
LITE vs PFGC
+129.3%
+413.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -13.9% | +15.0% | -28.9% | -18.3% |
| 30D | -46.9% | +17.0% | -63.9% | -50.2% |
| 3M | -28.0% | -2.5% | -25.6% | -28.0% |
| 6M | -35.2% | +19.2% | -54.4% | -41.1% |
| YTD | +58.9% | +23.4% | +35.4% | +40.1% |
| 1Y | +125.3% | +13.9% | +111.5% | +106.4% |
| 3Y | +1,344.4% | +82.0% | +1,262.4% | +965.1% |
| All | +542.4% | +129.3% | +413.1% | +316.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling