+1,351.6%
LSCC vs PFG
+184.0%
+1,167.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -5.8% |
| 7D | +7.0% | +2.4% | +4.6% | +5.6% |
| 30D | -2.3% | +5.9% | -8.2% | -5.6% |
| 3M | -12.5% | -0.4% | -12.1% | -12.8% |
| 6M | -10.6% | +14.8% | -25.4% | -19.1% |
| YTD | +52.7% | +31.9% | +20.8% | +27.1% |
| 1Y | +74.0% | +38.8% | +35.2% | +40.8% |
| 3Y | +104.8% | +82.4% | +22.4% | +43.7% |
| 5Y | +36.2% | +94.7% | -58.5% | -7.6% |
| All | +1,351.6% | +184.0% | +1,167.6% | +637.6% |
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 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