+1,490.3%
LSCC vs PFG
+189.4%
+1,300.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.1% | +11.5% | +11.0% |
| 7D | +14.5% | -2.2% | +16.7% | +16.1% |
| 30D | -0.1% | +6.4% | -6.4% | -3.6% |
| 3M | -2.7% | +2.2% | -4.9% | -4.5% |
| 6M | -4.8% | +16.3% | -21.1% | -14.5% |
| YTD | +66.9% | +33.2% | +33.6% | +38.1% |
| 1Y | +85.8% | +40.6% | +45.2% | +49.3% |
| 3Y | +115.6% | +83.3% | +32.2% | +50.8% |
| 5Y | +48.8% | +97.7% | -48.9% | +0.1% |
| 10Y | +1,490.3% | +189.9% | +1,300.4% | +703.5% |
| All | +1,490.3% | +189.4% | +1,300.9% | +703.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling