+3,549.0%
LRCX vs PFGC
+292.9%
+3,256.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -3.1% | -4.8% | +1.7% | -1.6% |
| 30D | -8.6% | -12.5% | +4.0% | -4.7% |
| 3M | -17.7% | -9.7% | -8.0% | -15.7% |
| 6M | +36.4% | +7.0% | +29.3% | +32.2% |
| YTD | +74.5% | +4.5% | +70.1% | +70.5% |
| 1Y | +159.4% | -11.6% | +171.0% | +166.1% |
| 3Y | +361.6% | +58.5% | +303.1% | +293.0% |
| 5Y | +425.2% | +112.6% | +312.7% | +308.1% |
| All | +3,549.0% | +292.9% | +3,256.1% | +2,295.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling