+2,907.1%
LITE vs PFGC
+477.3%
+2,429.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.1% | -18.8% | -18.7% |
| 7D | -44.6% | +12.5% | -57.0% | -46.3% |
| 30D | -55.0% | +17.0% | -72.0% | -56.8% |
| 3M | -38.3% | -2.1% | -36.2% | -38.5% |
| 6M | -48.8% | +25.9% | -74.6% | -52.2% |
| YTD | +38.3% | +22.0% | +16.3% | +29.3% |
| 1Y | +119.0% | +14.8% | +104.1% | +107.6% |
| 3Y | +1,092.0% | +80.8% | +1,011.2% | +922.7% |
| 5Y | +446.1% | +126.0% | +320.1% | +341.1% |
| 10Y | +1,381.7% | +363.8% | +1,017.9% | +889.3% |
| All | +2,907.1% | +477.3% | +2,429.8% | +2,021.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling