+1,379.1%
LSCC vs PFGC
+360.0%
+1,019.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +4.0% | +4.5% | +7.3% |
| 7D | +19.3% | +10.8% | +8.5% | +15.5% |
| 30D | -9.6% | +17.8% | -27.4% | -14.3% |
| 3M | -12.4% | -2.7% | -9.7% | -12.3% |
| 6M | -10.5% | +20.0% | -30.5% | -16.3% |
| YTD | +54.8% | +24.3% | +30.5% | +42.5% |
| 1Y | +79.4% | +13.2% | +66.2% | +69.6% |
| 3Y | +109.6% | +85.9% | +23.7% | +71.8% |
| 5Y | +40.4% | +141.0% | -100.7% | +7.6% |
| 10Y | +1,379.1% | +370.6% | +1,008.5% | +877.8% |
| All | +1,379.1% | +360.0% | +1,019.1% | +877.8% |
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