+42.8%
LRCX vs PFG
+46.8%
-4.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.1% | -8.2% | -4.2% |
| 7D | -12.8% | +4.9% | -17.7% | -12.9% |
| 30D | -36.0% | +5.7% | -41.6% | -36.0% |
| 3M | -30.2% | +2.6% | -32.8% | -30.3% |
| 6M | -14.2% | +19.8% | -34.0% | -19.9% |
| YTD | +29.7% | +36.3% | -6.5% | +13.2% |
| 1Y | +42.8% | +47.9% | -5.1% | +22.2% |
| All | +42.8% | +46.8% | -4.0% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling