+74.0%
LSCC vs PFGC
+15.6%
+58.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.5% |
| 7D | +7.0% | +3.4% | +3.6% | +7.0% |
| 30D | -2.3% | +16.9% | -19.2% | -2.2% |
| 3M | -12.5% | +6.4% | -18.9% | -12.3% |
| 6M | -10.6% | +16.0% | -26.6% | -13.0% |
| YTD | +52.7% | +23.6% | +29.1% | +45.0% |
| 1Y | +74.0% | +16.6% | +57.4% | +65.2% |
| All | +74.0% | +15.6% | +58.4% | +65.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling