+521.0%
LITE vs PG
-4.9%
+525.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +3.6% |
| 7D | -1.5% | +1.9% | -3.4% | +0.6% |
| 30D | +6.7% | -0.2% | +6.9% | +7.2% |
| 3M | -6.8% | +4.8% | -11.6% | -0.7% |
| 6M | +29.4% | -6.1% | +35.5% | +27.1% |
| YTD | +139.1% | +4.5% | +134.6% | +181.9% |
| 1Y | +521.0% | -5.3% | +526.3% | +551.6% |
| All | +521.0% | -4.9% | +525.9% | +551.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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