+490.8%
LITE vs PFGC
+121.6%
+369.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.3% |
| 7D | -35.9% | +8.5% | -44.5% | -38.2% |
| 30D | -51.5% | +15.0% | -66.5% | -54.3% |
| 3M | -35.7% | -6.2% | -29.6% | -34.9% |
| 6M | -43.0% | +15.7% | -58.7% | -47.7% |
| YTD | +46.1% | +19.6% | +26.6% | +30.2% |
| 1Y | +124.7% | +13.2% | +111.5% | +105.1% |
| 3Y | +1,172.1% | +77.0% | +1,095.1% | +848.8% |
| All | +490.8% | +121.6% | +369.2% | +287.3% |
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