+185.8%
LMT vs PFGC
+292.9%
-107.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -0.2% | -4.8% | +4.5% | +0.4% |
| 30D | -13.1% | -12.5% | -0.5% | -11.7% |
| 3M | -3.9% | -9.7% | +5.9% | -2.8% |
| 6M | -18.3% | +7.0% | -25.3% | -19.1% |
| YTD | +10.3% | +4.5% | +5.9% | +9.4% |
| 1Y | +14.2% | -11.6% | +25.8% | +15.4% |
| 3Y | +35.0% | +58.5% | -23.5% | +26.6% |
| 5Y | +73.2% | +112.6% | -39.3% | +54.4% |
| All | +185.8% | +292.9% | -107.1% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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