-48.8%
LITE vs PFGC
+25.2%
-73.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.1% | -18.8% | -18.6% |
| 7D | -44.6% | +12.5% | -57.0% | -38.9% |
| 30D | -55.0% | +17.0% | -72.0% | -48.8% |
| 3M | -38.3% | -2.1% | -36.2% | -42.9% |
| 6M | -48.8% | +25.9% | -74.6% | -40.4% |
| All | -48.8% | +25.2% | -73.9% | -40.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling