+85.8%
LSCC vs PFG
+72.1%
+13.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.7% | +8.8% | +8.4% |
| 7D | +13.0% | -0.6% | +13.6% | +13.6% |
| 30D | -19.8% | +2.0% | -21.8% | -21.2% |
| 3M | -18.4% | -3.2% | -15.2% | -17.1% |
| 6M | -16.1% | +10.9% | -27.0% | -26.0% |
| YTD | +42.7% | +28.8% | +13.9% | +8.1% |
| 1Y | +68.0% | +39.2% | +28.8% | +18.2% |
| 3Y | +85.8% | +75.0% | +10.8% | -6.2% |
| All | +85.8% | +72.1% | +13.8% | -6.2% |
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