+76.2%
LSCC vs PFGC
-8.4%
+84.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.2% | +1.5% |
| 7D | +5.2% | -2.4% | +7.6% | +5.3% |
| 30D | -9.6% | -15.8% | +6.1% | -8.9% |
| 3M | -17.8% | -0.6% | -17.2% | -19.6% |
| 6M | +37.4% | +10.7% | +26.8% | +29.7% |
| YTD | +59.7% | +7.6% | +52.0% | +50.9% |
| 1Y | +76.2% | -7.8% | +84.0% | +66.8% |
| All | +76.2% | -8.4% | +84.6% | +66.8% |
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 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