+1,351.6%
LSCC vs PFGC
+351.0%
+1,000.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.8% |
| 7D | +7.0% | +3.4% | +3.6% | +6.0% |
| 30D | -2.3% | +16.9% | -19.2% | -7.1% |
| 3M | -12.5% | +6.4% | -18.9% | -14.6% |
| 6M | -10.6% | +16.0% | -26.6% | -15.5% |
| YTD | +52.7% | +23.6% | +29.1% | +40.8% |
| 1Y | +74.0% | +16.6% | +57.4% | +63.0% |
| 3Y | +104.8% | +82.3% | +22.5% | +68.8% |
| 5Y | +36.2% | +138.7% | -102.5% | +4.8% |
| All | +1,351.6% | +351.0% | +1,000.6% | +861.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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