+440.7%
LSCC vs PFG
+978.4%
-537.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.8% | -4.8% | -7.0% |
| 7D | -4.8% | -0.7% | -4.1% | -4.4% |
| 30D | -27.1% | +2.8% | -29.9% | -28.0% |
| 3M | -23.6% | -1.0% | -22.6% | -23.6% |
| 6M | -19.8% | +13.6% | -33.4% | -24.9% |
| YTD | +33.2% | +31.1% | +2.2% | +17.3% |
| 1Y | +55.2% | +43.8% | +11.4% | +31.6% |
| 3Y | +70.1% | +75.0% | -4.9% | +34.5% |
| 5Y | +19.5% | +95.2% | -75.7% | -9.3% |
| 10Y | +1,164.9% | +207.5% | +957.4% | +652.3% |
| All | +440.7% | +978.4% | -537.7% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling