+1,493.1%
LITE vs PG
+166.5%
+1,326.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.5% | -4.6% |
| 7D | +10.8% | +2.7% | +8.1% | +10.5% |
| 30D | -33.4% | +9.2% | -42.6% | -34.2% |
| 3M | -32.2% | +18.5% | -50.7% | -33.9% |
| 6M | -42.1% | +21.1% | -63.2% | -44.1% |
| YTD | +61.9% | +21.9% | +39.9% | +55.6% |
| 1Y | +163.0% | +18.1% | +144.9% | +154.1% |
| 3Y | +1,358.0% | +20.6% | +1,337.5% | +1,246.3% |
| 5Y | +549.9% | +31.8% | +518.1% | +466.4% |
| All | +1,493.1% | +166.5% | +1,326.6% | +1,067.6% |
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 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