+109.6%
LSCC vs PFG
+84.7%
+24.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +4.0% | +4.4% | +5.3% |
| 7D | +19.3% | +2.3% | +17.0% | +17.4% |
| 30D | -9.6% | +7.6% | -17.2% | -14.7% |
| 3M | -12.4% | +2.5% | -14.9% | -14.8% |
| 6M | -10.5% | +16.6% | -27.1% | -24.1% |
| YTD | +54.8% | +34.1% | +20.7% | +13.8% |
| 1Y | +79.4% | +44.1% | +35.3% | +23.1% |
| 3Y | +109.6% | +86.3% | +23.3% | -2.1% |
| All | +109.6% | +84.7% | +24.9% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling