+32.4%
LNT vs PFGC
+105.5%
-73.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -1.1% | -4.8% | +3.7% | -0.5% |
| 30D | -1.9% | -17.2% | +15.3% | +0.4% |
| 3M | -7.2% | -6.3% | -0.8% | -6.5% |
| 6M | -3.9% | +8.8% | -12.7% | -5.2% |
| YTD | +5.9% | +4.9% | +0.9% | +4.7% |
| 1Y | +8.4% | -9.5% | +17.9% | +9.2% |
| 3Y | +46.6% | +59.6% | -13.0% | +36.4% |
| 5Y | +32.4% | +113.5% | -81.1% | +19.3% |
| All | +32.4% | +105.5% | -73.1% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling