+239.4%
LMT vs PFGC
+419.1%
-179.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -6.3% | -2.2% | -4.1% | -6.0% |
| 30D | -8.5% | -11.9% | +3.4% | -7.2% |
| 3M | +1.8% | +5.0% | -3.2% | +1.1% |
| 6M | -19.9% | +8.6% | -28.5% | -20.9% |
| YTD | +10.6% | +9.7% | +0.9% | +9.1% |
| 1Y | +17.9% | -6.3% | +24.2% | +18.4% |
| 3Y | +27.0% | +58.2% | -31.3% | +19.1% |
| 5Y | +68.7% | +110.4% | -41.8% | +50.6% |
| 10Y | +181.1% | +272.8% | -91.7% | +147.7% |
| All | +239.4% | +419.1% | -179.7% | +187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling