+102.8%
LSCC vs PFGC
+82.3%
+20.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | +5.0% | +15.0% | -10.0% | 0.0% |
| 30D | -11.7% | +17.0% | -28.7% | -17.1% |
| 3M | -13.3% | -2.5% | -10.9% | -12.6% |
| 6M | -12.5% | +19.2% | -31.7% | -20.9% |
| YTD | +51.2% | +23.4% | +27.8% | +32.0% |
| 1Y | +65.9% | +13.9% | +52.0% | +51.8% |
| All | +102.8% | +82.3% | +20.5% | +33.6% |
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