+35.1%
LSCC vs PFG
+92.7%
-57.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -5.9% |
| 7D | +7.0% | +2.4% | +4.6% | +5.1% |
| 30D | -2.3% | +5.9% | -8.2% | -6.7% |
| 3M | -12.5% | -0.4% | -12.1% | -13.0% |
| 6M | -10.6% | +14.8% | -25.4% | -22.4% |
| YTD | +52.7% | +31.9% | +20.8% | +17.3% |
| 1Y | +74.0% | +38.8% | +35.2% | +28.2% |
| 3Y | +104.8% | +82.4% | +22.4% | +21.1% |
| All | +35.1% | +92.7% | -57.6% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling