+424.9%
LRCX vs PFGC
+105.5%
+319.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -5.0% |
| 7D | +1.8% | -4.8% | +6.7% | +4.3% |
| 30D | -4.3% | -17.2% | +12.9% | +4.6% |
| 3M | -7.3% | -6.3% | -1.0% | -5.9% |
| 6M | +38.6% | +8.8% | +29.7% | +29.6% |
| YTD | +74.4% | +4.9% | +69.5% | +66.1% |
| 1Y | +179.1% | -9.5% | +188.6% | +185.4% |
| 3Y | +357.7% | +59.6% | +298.1% | +239.4% |
| 5Y | +424.9% | +113.5% | +311.4% | +233.1% |
| All | +424.9% | +105.5% | +319.4% | +233.1% |
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