+5,083.9%
LITE vs PG
+146.0%
+4,937.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | -1.5% | +1.9% | -3.4% | -1.9% |
| 30D | +6.7% | -0.2% | +6.9% | +6.6% |
| 3M | -6.8% | +4.8% | -11.6% | -8.4% |
| 6M | +29.4% | -6.1% | +35.5% | +30.5% |
| YTD | +139.1% | +4.5% | +134.6% | +134.3% |
| 1Y | +521.0% | -5.3% | +526.3% | +522.9% |
| 3Y | +1,535.3% | +2.6% | +1,532.7% | +1,445.0% |
| 5Y | +889.8% | +15.6% | +874.2% | +771.2% |
| 10Y | +2,400.7% | +118.0% | +2,282.7% | +1,613.0% |
| All | +5,083.9% | +146.0% | +4,937.8% | +3,471.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling