+1,352.3%
LSCC vs PFGC
+366.4%
+986.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | +5.0% | +15.0% | -10.0% | +0.7% |
| 30D | -11.7% | +17.0% | -28.7% | -16.1% |
| 3M | -13.3% | -2.5% | -10.9% | -13.3% |
| 6M | -12.5% | +19.2% | -31.7% | -18.0% |
| YTD | +51.2% | +23.4% | +27.8% | +39.5% |
| 1Y | +65.9% | +13.9% | +52.0% | +56.6% |
| 3Y | +95.3% | +82.0% | +13.3% | +61.1% |
| 5Y | +38.6% | +128.7% | -90.1% | +7.5% |
| 10Y | +1,352.3% | +361.5% | +990.8% | +863.8% |
| All | +1,352.3% | +366.4% | +986.0% | +863.8% |
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