+1,568.0%
LITE vs PG
+163.8%
+1,404.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | +22.6% | +0.6% | +22.0% | +22.5% |
| 30D | -36.8% | +10.5% | -47.3% | -37.6% |
| 3M | -33.0% | +17.4% | -50.4% | -34.6% |
| 6M | -37.1% | +18.4% | -55.5% | -39.0% |
| YTD | +69.5% | +20.7% | +48.8% | +63.0% |
| 1Y | +146.1% | +16.8% | +129.3% | +138.0% |
| 3Y | +1,440.8% | +20.1% | +1,420.7% | +1,319.9% |
| 5Y | +580.4% | +30.4% | +550.0% | +493.6% |
| All | +1,568.0% | +163.8% | +1,404.2% | +1,123.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling