+1,352.3%
LSCC vs PFG
+195.4%
+1,156.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.6% |
| 7D | +5.0% | +3.0% | +2.1% | +3.4% |
| 30D | -11.7% | +8.2% | -19.9% | -15.7% |
| 3M | -13.3% | +2.7% | -16.0% | -15.1% |
| 6M | -12.5% | +17.2% | -29.8% | -21.7% |
| YTD | +51.2% | +34.8% | +16.4% | +24.4% |
| 1Y | +65.9% | +43.6% | +22.3% | +31.7% |
| 3Y | +95.3% | +85.4% | +9.9% | +35.8% |
| 5Y | +38.6% | +102.2% | -63.6% | -7.8% |
| 10Y | +1,352.3% | +190.2% | +1,162.1% | +630.7% |
| All | +1,352.3% | +195.4% | +1,156.9% | +630.7% |
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