+424.9%
LRCX vs PFG
+108.9%
+316.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.5% | -6.1% |
| 7D | +1.8% | -3.0% | +4.8% | +3.6% |
| 30D | -4.3% | +2.5% | -6.8% | -6.0% |
| 3M | -7.3% | +6.1% | -13.4% | -11.9% |
| 6M | +38.6% | +31.3% | +7.3% | +14.2% |
| YTD | +74.4% | +33.6% | +40.9% | +41.5% |
| 1Y | +179.1% | +48.5% | +130.6% | +110.6% |
| 3Y | +357.7% | +69.6% | +288.1% | +209.4% |
| 5Y | +424.9% | +111.5% | +313.4% | +200.3% |
| All | +424.9% | +108.9% | +316.0% | +200.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling