+21.2%
LSCC vs PFGC
+60.5%
-39.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | +1.3% | -2.2% | +3.5% | +2.1% |
| 30D | -9.7% | -11.9% | +2.3% | -5.5% |
| 3M | -23.7% | +5.0% | -28.7% | -26.9% |
| 6M | +26.5% | +8.6% | +17.9% | +18.9% |
| YTD | +57.5% | +9.7% | +47.8% | +45.5% |
| 1Y | +75.7% | -6.3% | +82.0% | +75.9% |
| All | +21.2% | +60.5% | -39.3% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling