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  • LITE vs PG✓SelectedUSD · PGLITE vs PG performance historyLatest closeAs of+1.07%09/09
Stock and ETF performance explorer

LITE vs PG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,614.7%
PG return
+115.0%
Excess return
+2,499.7%
Maximum drawdown
-66.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioPGExcessAlpha
1D+1.1%-2.0%+3.1%+1.4%
7D+13.6%-3.4%+17.0%+14.2%
30D+21.6%-2.6%+24.2%+22.0%
3M+20.3%-3.3%+23.7%+20.4%
6M+54.4%-6.7%+61.1%+55.4%
YTD+168.3%+1.7%+166.6%+164.1%
1Y+551.8%-7.9%+559.7%+557.2%
3Y+1,891.5%+0.9%+1,890.6%+1,778.8%
5Y+1,014.7%+12.6%+1,002.1%+880.7%
10Y+2,614.7%+117.2%+2,497.6%+1,753.1%
All+2,614.7%+115.0%+2,499.7%+1,753.1%

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