+388.9%
LRCX vs PFG
+67.4%
+321.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | +9.5% | +3.2% | +6.3% | +7.4% |
| 30D | +3.1% | +0.9% | +2.1% | +2.3% |
| 3M | -3.4% | +7.7% | -11.1% | -8.6% |
| 6M | +49.7% | +29.0% | +20.7% | +26.1% |
| YTD | +84.9% | +32.5% | +52.4% | +52.5% |
| 1Y | +200.8% | +47.3% | +153.5% | +131.4% |
| All | +388.9% | +67.4% | +321.5% | +237.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling